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st: Error when trying to detrend a series
From
Neesha Harnam <[email protected]>
To
statalist <[email protected]>
Subject
st: Error when trying to detrend a series
Date
Fri, 6 Jul 2012 14:29:27 -0400
Dear statalist users,
I am trying to detrend a series (GDP per capita) using the
Hodrick-Prescott filter and am having trouble doing so with one of my
variables. The command I am using is:
tsfilter hp hp_cyc_gdppc = gdppc, smooth(100) trend(hp_gdppc)
I am using a panel dataset (70 countries, 31 years) which has some
missing observations for this variable, but I have other variables
with missing observations that can be detrended just fine.
I was wondering whether anyone had any experience with this and could
suggest some possible solutions? The error I am getting is as follows:
J(): 3300 argument out of range
_TSFILTER_getQ(): - function returned error
_TSFILTER_hpFilter(): - function returned error
<istmt>: - function returned error
Thank you for your consideration,
Neesha
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