/*
// Description: 	Loads some series, applies the HP-filter to output,
					saves data
//
// Author: 			Bernd Schwaab
//
// Date:
*/

#include <oxstd.h>	  
#include <lib/hpfilter.ox>


main()
{
	decl sNames, i, mX1, mX, vY, vO, vOtrend, vOcycle;
		
//	Load data from a Ox/WinGive-file
	mX1 = loadmat("e:\TA\macroass2.xls");
	
//  pick variables
	vO=mX1[][1]; 			//output variable, quarterly data
	vOtrend = HPfilter(vO, 1600);
	vOcycle = vO-vOtrend;
	println("Some trend output is :", vOtrend[0:5], " and the cycle is :", vOcycle[0:5]);
															  					
//	Save data:
	mX= vOtrend ~ vOcycle;
	sNames={"trendoutput","cycleoutput"};
    savemat("e:\TA\hpdata.xls", mX, sNames);
}