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st: re hodrick prescott filter


From   Marwan Elkhoury <elkhoury.marwan@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: re hodrick prescott filter
Date   Thu, 29 Oct 2009 17:45:20 +0100

I have a panel data with 180 countries over 10 years (annual data) and I tried to run a hodrick prescott filter over it to smooth data by typing the following command in stata 10:

by cntry: hprescott realgdomcred realgdpgrowth if tin(1997, 2008), stub (HP) smooth(6.25)

and I get error 3301 subscript invalid;

I've tried to increase memory size to 100M
and maxvar size to 10000
as well as matsize to 6500 (could not increase it to more)

P.S. I'm running stata 10 through Paralleldesk on my macbook

If any idea why I can't run the HP filter as such.

sincerely yours,


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