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Re: st: tsfilter hp and error(3900)
From
Nick Cox <[email protected]>
To
[email protected]
Subject
Re: st: tsfilter hp and error(3900)
Date
Sat, 29 Sep 2012 14:50:00 +0100
5000 is not a lot for most purposes, but it is for this. The problem
requires a matrix roughly 5000 by 5000 and your system cannot find
enough memory.
Nick
Nick
On Sat, Sep 29, 2012 at 2:28 PM, Jason Rosenberg <[email protected]> wrote:
> Hi
>
> I'm trying to filter my logged time series data.
> I have 5000 obs which i dont think is alot.
>
> When I type :
>
> tsset
> time variable: t, 1 to 5000
> delta: 1 unit
> . tsfilter hp asx_200_1992 = asx_1992, smooth(200000)
>
> I get:
>
> *: 3900 unable to allocate real <tmp>[5000,4998]
> _TSFILTER_getCycle(): - function returned error
> _TSFILTER_hpFilter(): - function returned error
> <istmt>: - function returned error
> r(3900);
>
>
> Is there any way I can fix this without splitting my data?
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