load cysdata.mat


y = cysdata(:,1);
g = cysdata(:,2);
i = cysdata(:,3);
l = cysdata(:,4);
pi = cysdata(:,5);
z = cysdata(:,6);

[a0,dlogy]= hpfilter(log(y),1600);
[a1,dlogg] = hpfilter(log(g),1600);
[a2,dlogi] = hpfilter(log(i),1600);
[a3,dlogl] = hpfilter(log(l),1600);
[a4,dlogpi] = hpfilter(log(pi),1600);
[a5,dlogz] = hpfilter(log(z),1600);
re=[dlogy dlogg dlogi dlogl dlogpi dlogz];