About Bayesian estimate!

Hello! I want to ask a question. I use actual data to etimate parameter

but I get some problem…

First I take log to my data then I do hpfilter

I use mode_compute=6…but I still get wrong…

When I run the simul data is OK

I find a lot of example but I still don’t know what is the problem…

There are my data and mod file~

Thanks to everyone!
datayo2.m (1.56 KB)
yoyo2.mod (3.32 KB)

Please provide a description of the error message/actual problem.