---------------------------------------------------------------------------------------------------------------------- . use https://www.stata-press.com/data/r17/ipq (Federal Reserve Economic Data, St. Louis Fed) . tsset tq Time variable: tq, 1919q1 to 2010q4 Delta: 1 quarter . twoway (tsline ip_ln) . tsfilter cf c_cf = ip_ln, minperiod(6) maxperiod(32) trend(t_cf) . twoway (tsline t_cf) (tsline c_cf) . pergram c_cf . tsfilter hp c_hp = ip_ln, smooth(1600) trend(t_hp) . pergram c_hp . twoway (tsline t_hp) (tsline c_hp) (tsline ip_ln) ----------------------------------------------------------------------------------------------------------------------