sample unbalance
Posted: Tue Mar 27, 2018 9:13 am
Hi, I have a bunch of series with different end date. I need to run some univariate regressions to forecast h steps ahead, but I would like the program to use the last available information. I need to change the smpl for each series.
How do I get the date of the last non missing observation for each series? I tried with @ilast, but it returns the index of the last non missing, not the date. Is there an easy way to convert the index in a date string?
thx
How do I get the date of the last non missing observation for each series? I tried with @ilast, but it returns the index of the last non missing, not the date. Is there an easy way to convert the index in a date string?
thx