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Re: st: Error when trying to detrend a series


From   Nick Cox <njcoxstata@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Error when trying to detrend a series
Date   Fri, 6 Jul 2012 19:49:56 +0100

I'd test the examples given in Stata's help for -tsfilter hp-. If they
don't work, something is wrong with your installation. If they do
work, something in your dataset is stretching the code too far.
Guesses in both cases.

Nick

Nick

On Fri, Jul 6, 2012 at 7:29 PM, Neesha Harnam <neesha.harnam@gmail.com> wrote:
> 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
>
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