[Gretl-users] Re: How to apply the HAC option in Gretl?
Am 10.11.2022 um 23:20 schrieb tobbenlorentzen(a)gmail.com:
Hi all,
I think it is not consistent to substitute missing values with zeros,
because zeros are time-dated value. Missing values are genuine
non-information, and it could be anything (except if the data have
some structure).
Well, that's exactly why I said that this approach of Eviews (and other
software) is somewhat arbitrary and it's not simply a case of an
obviously missing feature on our side.
However, notice that we're talking of missing _residuals_ after
estimation here, not of replacing the missing values of the series
themselves with zeros.
cheers
sven
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