[Gretl-users] H-P and end point problem

[fe_jasa]

Dear Colleagues

I want to correct the end point problem of H-P. I have done the 
instruction "addobs 12", for quarterly data, an ARIMA (to Y) and 
obtained the forecast values (Ye). Now I am in conditions of applying 
the H-P filter. But I have no solution to put the values of Y and Ye in 
one variable. I have tried "Yn = Y + Ye", and also some matrix 
operations, without success...
What must I do to have a variable with the "n" values of Y and the "12" 
final values of "Ye" ?

Best regards

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João Sousa Andrade
Faculdade de Economia
Av. Dias da Silva, 165
3004-512 Coimbra
Tel: 351 239 790535
Fax: 351 239 790514
http://www4.fe.uc.pt/jasa
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