Missing Values in the Signal Eq of the State Space Model

For technical questions regarding estimation of single equations, systems, VARs, Factor analysis and State Space Models in EViews. General econometric questions and advice should go in the Econometric Discussions forum.

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dhanssen
Posts: 35
Joined: Sun Oct 12, 2008 11:03 am

Re: Missing Values in the Signal Eq of the State Space Model

Postby dhanssen » Thu Jun 25, 2009 5:09 pm

Thank you -- how could you tell this? I do not see any missing values. I'm sorry I'm so slow here.

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13586
Joined: Tue Sep 16, 2008 5:38 pm

Re: Missing Values in the Signal Eq of the State Space Model

Postby EViews Gareth » Thu Jun 25, 2009 5:10 pm

Log_b has 3 NAs, and log_c has 12.

Just type = @obs(log_b), and you'll see that the number of observations in log_b is not equal to the number of observations in the workfile

dhanssen
Posts: 35
Joined: Sun Oct 12, 2008 11:03 am

Re: Missing Values in the Signal Eq of the State Space Model

Postby dhanssen » Thu Jun 25, 2009 5:14 pm

I see!! Thank you!!!

miriamebawy
Posts: 1
Joined: Fri Jan 08, 2010 2:54 am

Re: Missing Values in the Signal Eq of the State Space Model

Postby miriamebawy » Fri Jan 08, 2010 3:23 am

I already have only 36 observations in my workfile which my professor thinks is too little so i can't disregard missing observations.

My model is:

Y(demand)= B1 + B2 *media Advertising + B3* price of the product + B4 * price of the competitor's price + B5* market share + Error term

All the variables are there for 3 years,except the figures for the media advertising . In many months, the figures were missing..not beacuse for the fact of being missing, but simply because the firm did not spend on advertising in these months...i.e. they were off air (no advertising) (spending was $ 0)

how can i solve this problem without disregarding the missing observations?

Can i specify a certain value for the missing values in advertising like 1 for e.g.?


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