Hi all
I have a time series that has gaps. This variable, for
example, has 10 consecutive periods in which the variable is missing. After
tsset, I ran the following:
. arima overall2 in 277/320, ar(1)
I get the following note before the output:
Number of gaps in sample: 1
(note: filtering over missing observations)
Does anyone know how Stata filters over the missing
observations? Also, is the filtering method the same regardless of how
the missing observations are structured? For example, does the procedure
change if instead of 1 gap of 10 periods, I had 10 gaps of 1 period each?
I have looked in several places and must be missing something.
Thanks for the help.
Andrew H. Sidman
Assistant Professor
Department of Government
John Jay College of Criminal Justice
The City University of New York
445 W. 59th Street
New York, NY 10019
Phone: (646) 557-4613
Fax: (212) 237-8245
Email: [email protected]
Web: www.geocities.com/andrewsidman
