Dear all,
I am working with some time series data and I applied an HP filter to it
using the following code:
e.hp = hpfilter(empl)
Now I am trying to access the last column (Cycle), that is, to save it in a
separate vector. I tried with both e.hp$Cycle and e.hp[ , 3] but none of
them works. I get the following:
> e.hp$Cycle
NULL
> e.hp[,3]
Error in e.hp[, 3] : incorrect number of dimensions
Does anyone have any solution?
Thank you in advance.
Sabina
P.S. Below I provide the result of the hpfilter
> e.hp
Title:
Hodrick-Prescott Filter
Call:
hpfilter(x = empl)
Method:
hpfilter
Filter Type:
lambda
Series:
empl
empl Trend Cycle
1980 Q1 929.6 929.9 -0.294800
1980 Q2 929.8 930.1 -0.255385
1980 Q3 930.3 930.2 0.105146
1980 Q4 931.4 930.4 1.061102
1981 Q1 932.7 930.5 2.142883
1981 Q2 933.6 930.7 2.879701
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