Re: [Gretl-users] How i can calculate the residual in a missing observation in tramo?

Thanks for your answer, I would like to know your opinion when you consider the option "skipping approach", due to the fact that the Kalman filter doesn't assign a residual when you have a missing value, however, in the results, TRAMO gives a value of residual for the point where a missing observation is presented, and I would like to know the reason. Best regards, Dario Hernández Master in Statistic National University of Colombia On Fri, Jun 10, 2016 at 6:16 AM, Ignacio Diaz-Emparanza < ignacio.diaz-emparanza(a)ehu.eus&gt; wrote: > A missing observation has not a residual because has not an observation. > Tramo works by assigning a very improbable number (usually -99999) and then > treating this observation as an additive outlier (AO). > > > El 09/06/16 a las 23:33, Manuel Dario Hernandez Bejarano escribió: > > Good morning. >> >> My name is Dario Hernández, i am using the program TRAMO in gretl and i >> don't understand how calculate the residual in a missing observation. Can >> you help me? >> >> Best regards, >> >> >> Dario Hernández >> Master in Statistic >> National University of Colombia >> >> > > -- > Ignacio Díaz-Emparanza > Departamento de Economía Aplicada III (Econometría y Estadística) > Universidad del País Vasco - Euskalherriko Unibertsitatea, UPV/EHU > Tfno: (+34) 94 601 3732 > http://www.ehu.eus/ea3 > > _______________________________________________ > Gretl-users mailing list > Gretl-users(a)lists.wfu.edu > http://lists.wfu.edu/mailman/listinfo/gretl-users > _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users