On Thu, 8 Dec 2011, fe_jasa wrote: > I replicate the CEL example for DPM [...] > > I had no problem with the implementation however I encounter a problem: > apparently the time-demeaned series do not have missing values but the > original ones had.
How did you get that idea? De-meaning leaves the original number of missing values, as is easily verified: <hansl> open CEL.gdt ngd = n + 0.05 ly = log(y) linv = log(s) lngd = log(ngd) eval sum(missing(ly)) eval sum(missing(linv)) eval sum(missing(lngd)) # take out time means loop i=1..8 --quiet smpl (time == i) --restrict --replace ly -= mean(ly) linv -= mean(linv) lngd -= mean(lngd) endloop smpl --full eval sum(missing(ly)) eval sum(missing(linv)) eval sum(missing(lngd)) </hansl> Allin Cottrell
