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Re: Re: st: gaps in the Hodrick-Prescott filter
From
Robert A Yaffee <[email protected]>
To
[email protected]
Subject
Re: Re: st: gaps in the Hodrick-Prescott filter
Date
Sun, 31 Oct 2010 10:36:12 -0400
Elena,
You can use multiple imputation to impute the missing values.
You may interpolate.
Alternatively, you can set up a time variables such as
gen time = _n
You could tsset or xtset using the time variable.
Regards,
Robert
Robert A. Yaffee, Ph.D.
Research Professor
Silver School of Social Work
New York University
Biosketch: http://homepages.nyu.edu/~ray1/Biosketch2009.pdf
CV: http://homepages.nyu.edu/~ray1/vita.pdf
----- Original Message -----
From: Elena Quercioli <[email protected]>
Date: Saturday, October 30, 2010 2:25 pm
Subject: Re: Re: st: gaps in the Hodrick-Prescott filter
To: [email protected]
> The -tsset- says "date, "10179 to 123188, but with gaps"
>
> and the -tsreport, report0 - says
>
> Number of gaps in sample: 367
>
> Any ideas on how to eliminate gaps?
>
> Thanks so much for helping me on this.
> Elena
>
>
>
> On Sat, Oct 30, 2010 at 12:29 PM, Christopher Baum <[email protected]> wrote:
> > <>
> > Elena said
> >
> > I have no gaps, but perhaps my date format is an issue. I use
> > month-day- year, as in 120479 being December 4th 1979.
> >
> > Your data must be properly tsset. What does -tsset- say? Try also
> -tsreport, report0- (sic)
> >
> > Kit
> >
> >
> >
> > Kit Baum | Boston College Economics & DIW Berlin | http://ideas.repec.org/e/pba1.html
> > An Introduction to Stata Programming |
> http://www.stata-press.com/books/isp.html
> > An Introduction to Modern Econometrics Using Stata | http://www.stata-press.com/books/imeus.html
> >
> >
> > *
> > * For searches and help try:
> > * http://www.stata.com/help.cgi?search
> > * http://www.stata.com/support/statalist/faq
> > * http://www.ats.ucla.edu/stat/stata/
> >
>
> *
> * For searches and help try:
> * http://www.stata.com/help.cgi?search
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
*
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