#30 problem setting HP filter lambda in GUI

closed-fixed
gretl gui (36)
4
2008-01-14
2008-01-14
Sven S.
No

I wanted to try the suggestion by Ravn&Uhlig to use lambda=129600 for HP-filtering monthly data and discovered that the GUI restricts lambda to at most 28800.

Actually, I got no warning or error, only in the descriptive field of the generated series I could see the 28800 value that had been used instead of what I wanted.

But doing
set hp_lambda 129600
genr hpx = hpfilt(x)

in the console worked ok (I hope, all I can see is that there's a difference with respect to the 28800-filtered series).

thanks,
sven

Discussion

  • Allin Cottrell

    Allin Cottrell - 2008-01-14
    • labels: --> gretl gui
    • assigned_to: nobody --> allin
    • status: open --> closed-fixed
     
  • Allin Cottrell

    Allin Cottrell - 2008-01-14

    Logged In: YES
    user_id=330339
    Originator: NO

    Yes, the set command works OK in this respect (and plain "set"
    will show you the settings). The GUI dialog was set up to use
    fairly conservative limits, but in CVS I've increased the
    max hp_lambda to 500000. You can override that to a yet higher
    number using "set" if you wish.

     

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