Hello! I have a question about data!

Hello! I have a question~
I estimate model with simulate result (like RBE_Est.mod) and it OK
But when I use the real data it get some error…
I find every one say need to do Hp filter to data
But how to do that? can I do it by dynare?(my model is nonlinear)
could anyone give me some example?
Thank you!!

And there is one of my data!
dydata1.xls (19.5 KB)