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Re: Re: st: gaps in the Hodrick-Prescott filter
From
Elena Quercioli <[email protected]>
To
[email protected]
Subject
Re: Re: st: gaps in the Hodrick-Prescott filter
Date
Sun, 31 Oct 2010 16:01:08 -0400
Nick, Thanks. I had tried that yesterday and it works. Elena
On Sun, Oct 31, 2010 at 10:36 AM, Robert A Yaffee <[email protected]> wrote:
> Elena,
> You can use multiple imputation to impute the missing values.
> You may interpolate.
> Alternatively, you can set up a time variables such as
> gen time = _n
> You could tsset or xtset using the time variable.
> Regards,
> Robert
>
>
>
> Robert A. Yaffee, Ph.D.
> Research Professor
> Silver School of Social Work
> New York University
>
> Biosketch: http://homepages.nyu.edu/~ray1/Biosketch2009.pdf
>
> CV: http://homepages.nyu.edu/~ray1/vita.pdf
>
> ----- Original Message -----
> From: Elena Quercioli <[email protected]>
> Date: Saturday, October 30, 2010 2:25 pm
> Subject: Re: Re: st: gaps in the Hodrick-Prescott filter
> To: [email protected]
>
>
>> 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?
>>
>> Thanks so much for helping me on this.
>> Elena
>>
>>
>>
>> On Sat, Oct 30, 2010 at 12:29 PM, Christopher Baum <[email protected]> wrote:
>> > <>
>> > Elena said
>> >
>> > I have no gaps, but perhaps my date format is an issue. I use
>> > month-day- year, as in 120479 being December 4th 1979.
>> >
>> > Your data must be properly tsset. What does -tsset- say? Try also
>> -tsreport, report0- (sic)
>> >
>> > Kit
>> >
>> >
>> >
>> > Kit Baum | Boston College Economics & DIW Berlin | http://ideas.repec.org/e/pba1.html
>> > An Introduction to Stata Programming |
>> http://www.stata-press.com/books/isp.html
>> > An Introduction to Modern Econometrics Using Stata | http://www.stata-press.com/books/imeus.html
>> >
>> >
>> > *
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>> >
>>
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