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st: Disabling Kalman filter in arima

Subject   st: Disabling Kalman filter in arima
Date   Thu, 16 Sep 2010 11:30:17 +0200

Hi all

Stata uses a Kalman filter to replace missing/unobserved data when fitting
an arima model. Is there any way to disable this filter so the
missing/unobserved data is treated as zeros?

Kristian Hefting

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