[Gretl-users] Re: State space model with missing observations

Hi community! I'm trying to compute a time-varying state space model to calculate stocks' betas. Unfortunately, I have some *missing observations* and, when this is the case, the model implemented by Gretl suddenly stops and doesn't compute anything (as expected). My question is simple: *Is there a way of instructing Gretl to ignore missing values and compute the state spacel model?* Here is the example code taken from chapter 35 of Gretl manual. Please note that I added line 6 "*INFQ[20] = NA*" in order to have a missing data point in the data.