MISSING Subcommand (TSAPPLY command)

The MISSING subcommand controls the handling of user-missing values.

• By default, user-missing values are treated as missing (invalid) data.
• System-missing values are always treated as invalid.
• Cases with missing values of a dependent variable that occur within the estimation period are included in the model. The specific handling of the missing value depends on the estimation method.
• For ARIMA models, a warning is issued if a predictor has any missing values within the estimation period. Any models involving the predictor are not reestimated.
• If any predictor has missing values within the forecast period, the procedure issues a warning and forecasts as far as it can.

Example

PREDICT THRU YEAR 2006 MONTH 6.
TSAPPLY
  /MODELDETAILS PRINT=FORECASTS
  /AUXILIARY REESTIMATE=YES
  /MISSING USERMISSING=INCLUDE
  /MODEL FILE='/models/models.xml'.

USERMISSING Keyword

The USERMISSING keyword controls the treatment of user-missing values and is required.

EXCLUDE. Exclude user-missing values. User-missing values are treated as missing. This setting is the default.

INCLUDE. Include user-missing values. User-missing values are treated as valid data.