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st: gaps in the Hodrick-Prescott filter


From   Elena Quercioli <elena.liquorice@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: gaps in the Hodrick-Prescott filter
Date   Fri, 29 Oct 2010 22:27:22 -0400

Dear Statlist members.
I am using the Hodrick Prescott filter for a simple time series and I
get an error message telling me that Hodrick Prescott does not work
with gaps.

Can anyone help me understand what that means?

Thank you in advance.
Elena
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