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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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