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Hello I have this question: your country that contains the values for GDP, consumption, investment and exports for the period 2000-2020. Use the data for

Hello I have this question:

your country that contains the values for GDP, consumption, investment and exports for the period 2000-2020. Use the data for the country that has been allocated to you and, for each of the four variables, use the Hodrick-Prescott filter to compute their cyclical component and investigate and carefully comment on the following properties:

Volatility

Persistence

Co-movement

Year GDP Consumption Investment Exports
2000 1,163,709 832,549 236,847 432,993
2001 1,184,539 854,709 248,262 420,434
2002 1,220,289 884,961 250,736 425,602
2003 1,242,273 909,558 263,818 418,328
2004 1,280,622 934,553 286,071 441,464
2005 1,321,656 964,212 312,173 451,494
2006 1,356,472 1,001,035 331,777 455,473
2007 1,384,576 1,039,835 342,286 460,654
2008 1,398,481 1,073,109 347,853 439,723
2009 1,357,562 1,081,484 308,497 382,712
2010 1,399,509 1,116,279 344,011 408,268
2011 1,443,539 1,138,746 359,963 427,978
2012 1,468,960 1,156,586 377,551 440,024
2013 1,503,173 1,176,086 383,022 450,852
2014 1,546,315 1,199,973 391,640 479,358
2015 1,556,508 1,224,767 371,236 495,747
2016 1,572,095 1,249,477 353,961 502,721
2017 1,619,885 1,290,269 365,806 509,986
2018 1,659,240 1,324,344 372,458 528,771
2019 1,690,126 1,347,379 373,410 535,553
2020 1,607,402 1,285,943 364,302 488,999

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