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st: tsfilter hp and error(3900)

From   Jason Rosenberg <>
To   "" <>
Subject   st: tsfilter hp and error(3900)
Date   Sat, 29 Sep 2012 13:28:22 +0000


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

When I type :

        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

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


Jason Rosenberg
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