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@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

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