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st: dfactor and missing values


From   Israel Arroyo <[email protected]>
To   "[email protected]" <[email protected]>
Subject   st: dfactor and missing values
Date   Wed, 11 Sep 2013 07:55:21 +0200

Dear Statalisters,  I'd like to use 'dfactor' to extract a common factor from several time series but one of them has a few missing values at the end and apparently so does the factor that I obtain after 'predict'. Since the kalman filter  is specially prepared to work with  missing values I wonder if I'm doing something wrong or there's some way to work around the problem. Thank you, Israel
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