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st: -xtwest- requires continous time series

From   wangpan110 <>
Subject   st: -xtwest- requires continous time series
Date   Mon, 20 Sep 2010 15:24:40 -0700 (PDT)

Hi all, i am running a panel dataset and want to examine the panel

1) I use -xtwest- but the screen pops up "countinous time series are
required. Following series contain holes". Does it mean my dependent
variable with lots missing values? if it is, how can i cope with these
missing values under -xtwest-?

2) Does any one know the ado file for the Pedroni panel cointegration, could
you share with me, please.

Any help is appreciated.

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