This looks like a feature but is a bug by my standards: missing values are being
forward-filled when lags are taken of variables. In the screenshot attached, the leftmost
panel is the original variable, with two missing values, the central panel is the same
variables shifted by one period, and the third - the same variables shifted by two
periods. Observe how the value 7.1500 fills in the gaps.
Is there a reason for this behavior?
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