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re: Re: Re: st: gaps in the Hodrick-Prescott filter


From   Christopher Baum <kit.baum@bc.edu>
To   <statalist@hsphsun2.harvard.edu>
Subject   re: Re: Re: st: gaps in the Hodrick-Prescott filter
Date   Sat, 30 Oct 2010 17:33:44 -0400

<>
Elena said

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?



Those are not a Stata date series. You have just left a date like 10/1/1979 or 12/31/1988 in the form above. You need to convert them to a real date. Given that they are not in strict MMDDYY format, that is not going to be all that easy, as you cannot assume that the first two digits are a month--presumably you could have something like 2482 referring to 4 Feb 1982.

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


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