st: Re: hpfilter still doesn't

[baum <baum@bc.edu>]

> Date: Fri, 7 Jun 2002 17:47:48 -0400
> From: "Riano, Alejandro" <ALEJANDROR@iadb.org>
> Subject: st: Hodrick-Prescott filter
>
> Hi, i've been having some problems with the hodrick-prescott ado,
> [hpfilter.ado] when i run it it doesnt generate any new variable, it
> doesnt show any error but it doesnt do anything at all, i've checked all
> the parameters and i even try in other computer but it's exactly the
> same. any suggestions ??
>
> Alejandro Riano
See the list archives:


From:  baum <baum@b...>
                    Date:  Fri Mar 29, 2002  8:27 am
                    Subject:  st: Re: hpfilter doesn't


                    This is a known problem with this routine;
                    the issue has been discussed in
                    Statalist. Check the archives. I believe that
                    it relates to an inadequate
                    matrix dimension which does not produce an
                    error--nor any result.

                    Kit
                    >
                    > hpfilter varname ,lambda(#100) suffix(str)
                    >
                    > I dont get an error message, but it doesnt
                    save the trend as H.varname
                    > which is what it is supposed to do. How can
                    I obtain the trended series?
                    >
                    > Rashmi

___________________________________________________________________
Department of Economics, Boston College, Chestnut Hill MA 02467 USA
http://fmwww.bc.edu/ec-v/baum.fac.html                  baum@bc.edu
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