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)

I agree it would be a pretty hefty bug. However, I cannot confirm this so far:
nulldata 5
setobs 1 1 --time-series
series y = 0
y[3] = NA
print y
series x = y(-1)
print x

This preserves the NA alright. So you would have to tell us exactly how you got your results.