Bookmark and Share

Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: sspace cannot handle gaps in time series


From   David Chan <[email protected]>
To   [email protected]
Subject   st: sspace cannot handle gaps in time series
Date   Wed, 27 Jul 2011 07:17:14 -0400

Hi all,

I'm trying to implement a Kalman filter using the sspace command, but
it appears to be unable to handle missing data. I thought this was odd
because Kalman filters in general are quite suited to missing data,
and other commands such as arima handle missing data with Kalman
filters.

Is this something that is still being developed for sspace? Would I
need to use an alternative command to implement my Kalman filter?

Thanks,
Dave
*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/


© Copyright 1996–2018 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   Site index