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st: Re: hpfilter doesn't


From   Kit Baum <kitbaum@mac.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Re: hpfilter doesn't
Date   Tue, 3 Jun 2003 07:36:09 -0400

On Tuesday, June 3, 2003, at 02:33 AM, John wrote:


Has anyone used the hpfilter command lately? I just downloaded it and it
doesn't do anything. When I type:
- - hpfilter quantity
I don't get a new variable H.quantity, nor do I get an error message. I get
nothing... Just a bit confused...
This is a FAQ. When you use too many data points, it does nothing (i.e. it does not indicate an error). You can try cranking matsize up as far as possible and run it again; that may help in your particular case.

Kit Baum, Boston College Economics baum@bc.edu
http://fmwww.bc.edu/ec/baum.php

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