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RE: st: hpfilter no longer creates a filtered series
From
Edinaldo Tebaldi <[email protected]>
To
"[email protected]" <[email protected]>
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: [email protected] [mailto:[email protected]] On Behalf Of Christopher Baum
Sent: Saturday, February 19, 2011 1:27 PM
To: [email protected]
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
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