Re: [Gretl-devel] missing values being forward-filled in lagged variables

Hi Sven, Thank you for your reply! Try this: nulldata 5 # setobs 1 1 --time-series setobs 5 1965-01-05 --time-series series y = 0 y[3] = NA print y series x2 = y(-1) print x I guess it's the date indexing that is the culprit. Best, Igor Igor Pozdeev Visiting Scholar NYU Stern School of Business 44 West 4th Street, 9-66 New York, NY 10012 +1-917-657-1120 www.igorpozdeev.me<http://www.igorpozdeev.me/> From: gretl-devel-bounces(a)lists.wfu.edu <gretl-devel-bounces(a)lists.wfu.edu&gt; On Behalf Of Sven Schreiber Sent: Friday, October 26, 2018 10:22 AM To: gretl-devel(a)lists.wfu.edu Subject: Re: [Gretl-devel] missing values being forward-filled in lagged variables Am 26.10.2018 um 10:08 schrieb Pozdeev, Igor: This looks like a feature but is a bug by my standards: missing values are being forward-filled when lags are taken of variables. (where "forward-filled" means that the missing value is skipped and the valid entry before/earlier than that is used) Hi, I agree it would be a pretty hefty bug. However, I cannot confirm this so far: <hansl> nulldata 5 setobs 1 1 --time-series series y = 0 y[3] = NA print y series x = y(-1) print x </hansl> This preserves the NA alright. So you would have to tell us exactly how you got your results. thanks, sven