These are DOS executables working with files exported from MicroTSP and EViews. They may not work on some computers, for example if a math co-processor is not present. The format of the exported files is explained below, in case you are exporting from other software.
For MicroTSP, export the data by typing write(s)
<filename>.dat <series names>, then exit to DOS and type
ft
<filename> and answer the prompts. Back to MicroTSP, type
read(s) <filename>.out <series names> to retrieve
the cyclical components. The statistics are contained in a file called
<filename>.cyc. The format of the .dat
file is with all series in one column, series by series. A corresponding
.h file contains the file names, in one column, series by
series, maximum eight characters.
To run the filter, you need the program [103kB]
and
the batch file.
For EViews, export the data by typing write(s)
<filename>.dat <series names>, then exit to DOS and type
fe <filename> and answer the prompts. Back to EViews,
type read(s) <filename>.out <series names> to
retrieve
the cyclical components. The statistics are contained in a file called
<filename>.cyc. The format of the .dat
file is
with all series in one column, series by series, each series preceded by
its name, with a maximum of eight characters.
To run the filter, you need the program [103kB]
and
the batch file.
Note that Eviews 2.0 and higher has the HP-filter. No need for these programs!