Title: Missing values-Times series
Dear STATA Users
I would like to fill the missing values in my time series data shown in the first table, assuming that there is a linear progression between the observed proxy values. Accordingly, I would like to obtain inferred values of Y as shown in the second table.
X Y
1 10
2
3 50
4
5 50
6
7
8 20
9 40
Day Y observed Y Inferred
1 10 10
2 25
3 50 50
4 50
5 50 50
6 40
7 30
8 20 20
9 40 40
The most accurate way to do this would be to go to each missing value and to compute a linear equation within the proxy values of Y. I realized that it was more easy to say than to do (for me at least).
The second way would be to use the smoothing commands of stata. I realized that ksm-lowess work pretty well when set with the smallest bandwidth possible, but I have been unable to recover the inferred values of Y.
Any suggestion?
Thanks
Jocelyn
