The RATS Software Forum

Posted: **Mon Jan 19, 2026 12:19 pm**

Hello,

I have GDP which is quarterly data from 1998:q1 to 2025:q1.

I am trying to find output gap by using Kalman filter. How can I write down its codes? or how can I find its codes?

Please help me to do this. Thank you.

Posted: **Tue Jan 20, 2026 7:59 am**

What people usually do is to take the difference between (log) GDP and its HP filter. The HP filter is the Kalman smoothed output from a particular state-space model. See HPFILTER.RPF.

The RATS Software Forum

finding output gap by using Kalman filter.

finding output gap by using Kalman filter.

Re: finding output gap by using Kalman filter.