Bookmark and Share

Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.


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

RE: st: hpfilter no longer creates a filtered series


From   Edinaldo Tebaldi <etebaldi@bryant.edu>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   RE: st: hpfilter no longer creates a filtered series
Date   Sat, 19 Feb 2011 14:09:39 -0500

Thanks. I just found the problem. hpfilter will not alert the user if the matrix size limitation has been reached and just "caput" by not producing any result or error message. The problem is fixed by increasing the memory available to build matrices("set matsize" ).
Thanks,
Edinaldo
-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Christopher Baum
Sent: Saturday, February 19, 2011 1:27 PM
To: statalist@hsphsun2.harvard.edu
Subject: re: st: hpfilter no longer creates a filtered series

<>
I have been using "hplfiter" for some time,...

Per the Statalist FAQ, you are asked to indicate where you got routines. hpfilter could be from the Stata Technical Bulletin, STB-5, which is definitely not usable with any modern version of Stata, or from Sean Becketti's website. That code is years old, and it may not function properly in modern Stata. 
Suggest that you findit hprescott for an alternative.

Kit



Kit Baum   |   Boston College Economics & DIW Berlin   |   http://ideas.repec.org/e/pba1.html
                              An Introduction to Stata Programming  |   http://www.stata-press.com/books/isp.html
   An Introduction to Modern Econometrics Using Stata  |   http://www.stata-press.com/books/imeus.html


*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/

Sent via MS-ForeFront SPAM filter



*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/


© Copyright 1996–2018 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   Site index