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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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