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| From | Christopher Baum <kit.baum@bc.edu> |
| To | "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |
| Subject | re: RE: st: hpfilter no longer creates a filtered series |
| Date | Sat, 19 Feb 2011 14:26:09 -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" ).
hprescott (on SSC) was written to use Mata, rather than Stata matrices, to avoid this problem (shared by an earlier version of hprescott). In Stata/IC you cannot increase matsize beyond 800.
Kit
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