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| From | Elena Quercioli <elena.liquorice@gmail.com> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | Re: Re: st: gaps in the Hodrick-Prescott filter |
| Date | Sun, 31 Oct 2010 16:01:08 -0400 |
Nick, Thanks. I had tried that yesterday and it works. Elena On Sun, Oct 31, 2010 at 10:36 AM, Robert A Yaffee <bob.yaffee@nyu.edu> wrote: > 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 <elena.liquorice@gmail.com> > Date: Saturday, October 30, 2010 2:25 pm > Subject: Re: Re: st: gaps in the Hodrick-Prescott filter > To: statalist@hsphsun2.harvard.edu > > >> 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 <kit.baum@bc.edu> 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/ > > * > * 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/