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.
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).
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