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st: Re: differencing
Yes. A oft-biting bug is to have observations
and use y[_n-1] to refer to a lagged value. That is perfectly
computable, but not what you mean for 2001; the lag and difference
should be undefined. You can have gaps in time series with tsset; it
is the individual commands that are used after that where issues of
gaps may (or may not) arise. But the use of L. and D. is a great
safety feature to ensure that any inadvertent errors in the time
variable will become immediately apparent.
Kit Baum, Boston College Economics
On Nov 15, 2005, at 2:33 AM, Eric wrote:
If I understand the tsset stuff at all, that approach would force
Gregor to come to terms with any date gaps & duplicate years which
my approach glosses over. Is that right?
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