Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down on April 23, and its replacement, statalist.org is already up and running.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: st: tsfilter hp and error(3900)


From   Nick Cox <njcoxstata@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: tsfilter hp and error(3900)
Date   Sat, 29 Sep 2012 14:50:00 +0100

5000 is not a lot for most purposes, but it is for this. The problem
requires a matrix roughly 5000 by 5000 and your system cannot find
enough memory.

Nick

Nick

On Sat, Sep 29, 2012 at 2:28 PM, Jason Rosenberg <RSNJAS002@myuct.ac.za> wrote:
> 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?
*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/faqs/resources/statalist-faq/
*   http://www.ats.ucla.edu/stat/stata/


© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index