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st: Missing values

From   Beatrice Crozza <>
Subject   st: Missing values
Date   Thu, 27 Aug 2009 15:22:16 +0200

Dear all,

I have just realised to have a problem with my database.
I need to generate the variable return from my prices. So  I did:
tsset time
gen lreturn= ln(price/l.price)
but the result is that there are 12 missing values.
This problem does not happen with Eviews, for example. What I did wrong?

Thank you very much

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