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From | "Andrew H. Sidman" <asidman@jjay.cuny.edu> |
To | statalist@hsphsun2.harvard.edu |
Subject | st: Question on Estimating ARIMA with Gaps in the Series |
Date | Mon, 28 Jan 2008 18:41:33 -0500 |
Hi all I have a time series that has gaps. This variable, for
example, has 10 consecutive periods in which the variable is missing. After
tsset, I ran the following: . arima overall2 in 277/320, ar(1) I get the following note before the output: Number of gaps in sample: 1 (note: filtering over missing observations) Does anyone know how Stata filters over the missing
observations? Also, is the filtering method the same regardless of how
the missing observations are structured? For example, does the procedure
change if instead of 1 gap of 10 periods, I had 10 gaps of 1 period each?
I have looked in several places and must be missing something. Thanks for the help. Andrew H. Sidman Assistant Professor Department of Government John Jay College of Criminal Justice The City University of New York 445 W. 59th Street New York, NY 10019 Phone: (646) 557-4613 Fax: (212) 237-8245 Email: asidman@jjay.cuny.edu Web: www.geocities.com/andrewsidman |
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