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st: sspace cannot handle gaps in time series


From   David Chan <david.c.chan@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: sspace cannot handle gaps in time series
Date   Wed, 27 Jul 2011 07:17:14 -0400

Hi all,

I'm trying to implement a Kalman filter using the sspace command, but
it appears to be unable to handle missing data. I thought this was odd
because Kalman filters in general are quite suited to missing data,
and other commands such as arima handle missing data with Kalman
filters.

Is this something that is still being developed for sspace? Would I
need to use an alternative command to implement my Kalman filter?

Thanks,
Dave
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