filter hp in 41 quartes by id , loop

[catalina peralta]

Dear Statlist,

I have the following problem with calculating Hodrick-Precott filter. What I'm trying to do is applicated the filter hp in a mobile window of 41 quarters

My dataset have a following structue:

id dateq lnbankcredit
12000Q1 23.78
12000Q2 25.64
1 2000Q3 24.97
12000Q4 24.78
12001Q1 24.99
12001Q2 24.96
12001Q3 26.07
12001Q4 25.41

22000Q1 23.78
22000Q2 25.64
2 2000Q3 24.97
22000Q4 24.78
22001Q1 24.99
22001Q2 24.96
22001Q3 26.07
22001Q4 25.41
... i have 43 countries- 43 id
my code is:

scalar w=40

foreach x in id {
preserve
keep if id==`x'
drop if lnbankcredit==.
by id: gen t=_n
summ t
local max= r(t)
forvalues i=1(1) `max'{
tsfilter hp bankcreditHP_`x'=lnbankcredit if t>=`i' & t<`i'+`w' , smooth(400000) trend(aux_`x')
replace bankcreditHP_`x'=aux if t=`i'+ `w'
drop aux
}
save temp_`x'.dta, replace
restore
}



I would appreciate any help.