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Re: BB algo and Hamilton MS-AR Outputs
Posted: Wed Apr 19, 2017 11:59 am
by TomDoan
If you're seriously interested in studying this series, you should probably contact the statistics bureau of the country to see if they can explain how it's constructed that makes it so variable. The World Bank or IMF may have some processes they use for dealing with dirty original source data.
Re: BB algo and Hamilton MS-AR Outputs
Posted: Wed Apr 26, 2017 9:55 pm
by TomDoan
TomDoan wrote:danon wrote:Dear Tom,
Is there any possibility to:
1- get the outputs for the BB algorithm in graph as well ? we only get numbers .
You can use the PEAK and TROUGH options to get dummy variables with the turning points. I'm not sure there's any obvious "graph" directly out of the procedure, but you can use those dummies in other graphs.
We've posted a new version of @BryBoschan that generates the UP and DOWN phase dummies like the ones shown in the Hamilton example for the NBER cycles.