cls
clear all
set more off
set graphics off
set graphic on

cd "X"


********************************************************************** quarterly	
//ssc install freduse
freduse NAEXKP01GBQ652S UKNGDP GBRPFCEQDSMEI GBRGFCFQDSMEI GBRGFCEQDSMEI GBREXPORTQDSMEI GBRIMPORTQDSMEI BOERUKQ CCUSSP01GBQ650N CPALTT01GBQ659N LMUNRLTTGBQ647S

gen y = yofd(daten)
format y %ty

gen q = qofd(daten)
tsset q, quarterly


gen Y = NAEXKP01GBQ652S 
gen C = GBRPFCEQDSMEI 
gen I = GBRGFCFQDSMEI
gen G = GBRGFCEQDSMEI
gen EX = GBREXPORTQDSMEI
gen IM = GBRIMPORTQDSMEI

gen UMP = LMUNRLTTGBQ647S

gen FX = CPALTT01GBQ659N
gen CPI = CPALTT01GBQ659N
gen Rate = BOERUKQ

gen ln_Y = ln(Y)
gen ln_C = ln(C)
gen ln_I = ln(I)
gen ln_G = ln(G)
gen ln_EX = ln(EX)
gen ln_IM = ln(IM)


sort y q
drop if y <1960
generate t=tq(1960q1)+_n-1
format t %tq
tsset t
order t


drop if y>2019


*********************************************************************lambda 1600
preserve
foreach z in Y{
tsfilter hp ln_`z'_hp = ln_`z', smooth(1600) trend(ln_`z'_trend)

#delimit ;
graph twoway (line ln_`z'_hp t, lcolor(blue) lwidth(thick)  lpattern(solid)), 
	  yline(0, lcolor(red) lpattern(dash))
      tlabel(1960q1 1973q2 1979q4 1990q2 2008q1 2020q1) ytitle("") legend(on order(1 "`z'") cols(1) position(2) ring(0))
	  graphregion(color(white)) xtitle("") name(`z'_hp_all, replace);
	  
#delimit cr
}


foreach z in Y{
#delimit ;
graph twoway (tsline ln_`z' ,      lcolor(blue) lwidth(thick)    lpattern(solid)) 
             (tsline ln_`z'_trend, lcolor(red) lwidth(midthick) lpattern(dash)), 
      tlabel(1960q1 1973q2 1979q4 1990q2 2008q1 2020q1) ytitle("") title("`z'") legend(off)
	  graphregion(color(white)) xtitle("") name(`z'_hp_trend, replace);
	  
#delimit cr
}
restore



*****************************************************************lambda infinite
preserve
foreach z in Y {
tsfilter hp ln_`z'_hp = ln_`z', smooth(1000000000) trend(ln_`z'_trend)

#delimit ;
graph twoway (line ln_`z'_hp t, lcolor(blue) lwidth(thick)  lpattern(solid)), 
	  yline(0, lcolor(red) lpattern(dash))
      tlabel(1960q1 1973q2 1979q4 1990q2 2008q1 2020q1) ytitle("") legend(on order(1 "`z'") cols(1) position(2) ring(0))
	  graphregion(color(white)) xtitle("") name(`z'_lin_all, replace);
	  
#delimit cr
}


foreach z in Y{
#delimit ;
graph twoway (tsline ln_`z' ,      lcolor(blue) lwidth(thick)    lpattern(solid)) 
             (tsline ln_`z'_trend, lcolor(red) lwidth(midthick) lpattern(dash)), 
      tlabel(1960q1 1973q2 1979q4 1990q2 2008q1 2020q1) ytitle("") title("`z'") legend(off)
	  graphregion(color(white)) xtitle("") name(`z'_lin_trend, replace);
	  
#delimit cr
}
restore


********************************************************************************
*************************************************************** saving all plots
set graphic on

graph combine Y_hp_all, graphregion(color(white)) name(Y_hp_all, replace)
graph export Y_hp_all.png, as(png) replace

graph combine Y_lin_all, graphregion(color(white)) name(Y_lin_all, replace)
graph export Y_lin_all.png, as(png) replace

graph combine Y_hp_trend, graphregion(color(white)) name(Y_hp_trend, replace)
graph export Y_hp_trend.png, as(png) replace

graph combine Y_lin_trend, graphregion(color(white)) name(Y_lin_trend, replace)
graph export Y_lin_trend.png, as(png) replace