I am trying to use the HP-Filter by running the following code (as suggested by my thesis advisor):

mi set, clear
tsset
tsfilter hp shocks = lnreal, smooth (6.25)

However, once I try to run the first line, I get the following response: "_mi_m not found". I want to erase the mi option so that I can be able to use the HP-filter, but I cannot seem to find how.

I would really appreciate it, if you would suggest ways how to handle with this.

Thank you,

Uendi