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> 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
Attachments:
- attachment.html (text/html — 2.5 KB)