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st: Re: hpfilter

From   Christopher F Baum <>
Subject   st: Re: hpfilter
Date   Mon, 14 Jun 2004 14:55:20 +0100

On Jun 13, 2004, at 7:33 AM, Kay wrote:

Dear Sir/Madam,
I am using Stata 8.0 and trying to use hpfilter to get a detrending new
variable. But after I type the commend, no new variable is generated nor
does error message appear. I realized this is an old commend. But is there
any way that I can generate the smoothed variable on Stata 8.0?
Thanks for your reply.
It is likely that you have too many observations. As a troll of the archives will show, if confronted with more observations than hpfilter can handle, it does nothing, and emits no error. Try 'set matsize 800' before its use if you have fewer than 800 obs. in the timeseries.


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