Dealing with Unwanted Observations
Posted: Tue Feb 14, 2017 9:42 am
I have a time-series variable ("VOLUME") that contains zeros. I would like to drop/delete/ignore observations that correspond to these zeros in all variables in the dataset. The following
does not subsequently allow me to, e.g., estimate a GARCH model and
gives instead
Would it be better to get rid of the unwanted observations from the data at the source or can RATS do that? Thank you.
Code: Select all
SMPL(SERIES=VOLUME) 2016:01:01//1 2017:02:10//23Code: Select all
GARCH(P=1,Q=1)gives instead
GARCH Cannot Be Used with Gaps/Missing Values
Would it be better to get rid of the unwanted observations from the data at the source or can RATS do that? Thank you.