[Gretl-users] DFM package question

Hi all, I have a question regarding DFM package, version 0.2 on Gretl 2018c (or b) . It is about using unbalanced time series. I understand that dynamic factor models are estimated on the common sample of the time series. However, my understanding of the literature is that if some of these time series from which the factors are extracted have longer sample, then it is possible to use the Kalman filter to fill the missing values of the dynamic factors. In the help such a feature is not mentioned. Is it possible to do it in a quick way, or we would have to wait for a new version? Many thanks. Andreas