On Sat, 12 Jan 2013, Logan Kelly wrote: You can use the "set" variable named "skip_missing". Here's the help text: <quote> skip_missing: on (the default) or off. Controls gretl's behavior when contructing a matrix from data series: the default is to skip data rows that contain one or more missing values but if skip_missing is set off missing values are converted to NaNs. </quote> The message "Warning: generated non-finite values" alludes to the fact that there is no "missing value" code as such in gretl matrices, and NAs in series are converted to NaN (Not a Number), which propagates in much the same way as NAs do in calculations -- that is, any calculation that involves a NaN yields a NaN result. That message should probably be suppressed when "skip_missing" is set to "off", since by doing that the user has indicated that she knows what she's doing. Allin Cottrell