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

From   Christopher Baum <[email protected]>
To   <[email protected]>
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 Baum   |   Boston College Economics & DIW Berlin   |
                              An Introduction to Stata Programming  |
   An Introduction to Modern Econometrics Using Stata  |

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