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st: tsfilter hp and error(3900)


From   Jason Rosenberg <RSNJAS002@myuct.ac.za>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: tsfilter hp and error(3900)
Date   Sat, 29 Sep 2012 13:28:22 +0000

Hi

I'm trying to filter my logged time series data.
I have 5000 obs which i dont think is alot.

When I type :

 tsset
        time variable:  t, 1 to 5000
                delta:  1 unit
. tsfilter hp asx_200_1992 = asx_1992, smooth(200000)

I get:

      *:  3900  unable to allocate real <tmp>[5000,4998]
    _TSFILTER_getCycle():     -  function returned error
    _TSFILTER_hpFilter():     -  function returned error
                 <istmt>:     -  function returned error
r(3900);


Is there any way I can fix this without splitting my data?

Regards

Jason Rosenberg
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