I have two time-series with different window observation. I have values for the first one in [0, T] and for the second one in [t1, T] where 0 < t1 < T. So, they match in a little window [t1, T]. I have an ARIMA model including two series and I would like to rebuild the second one to the no observed period, I mean to the period [0, t1]. How could I do that with Gretl?
Thank you in advance.
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