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st: Error when trying to detrend a series


From   Neesha Harnam <neesha.harnam@gmail.com>
To   statalist <statalist@hsphsun2.harvard.edu>
Subject   st: Error when trying to detrend a series
Date   Fri, 6 Jul 2012 14:29:27 -0400

Dear statalist users,

I am trying to detrend a series (GDP per capita) using the
Hodrick-Prescott filter and am having trouble doing so with one of my
variables. The command I am using is:

tsfilter hp hp_cyc_gdppc = gdppc, smooth(100) trend(hp_gdppc)

I am using a panel dataset (70 countries, 31 years) which has some
missing observations for this variable, but I have other variables
with missing observations that can be detrended just fine.

I was wondering whether anyone had any experience with this and could
suggest some possible solutions? The error I am getting is as follows:

 J():  3300  argument out of range
 _TSFILTER_getQ():     -  function returned error
 _TSFILTER_hpFilter():     -  function returned error
 <istmt>:     -  function returned error

Thank you for your consideration,
Neesha
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