Timeline for What to do for missing points in CPI time series?
Current License: CC BY-SA 3.0
8 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Jan 23, 2015 at 2:53 | vote | accept | StatsScared | ||
| Jan 21, 2015 at 21:13 | answer | added | BKay | timeline score: 1 | |
| Jan 21, 2015 at 20:30 | comment | added | StatsScared | 1) Yes, I'm pretty confident they're unrelated and 2) the general price level is what's of interest. Thanks | |
| Jan 21, 2015 at 18:22 | comment | added | BKay | 1) Do you think you can assume that the missing-ness of the inflation data is unrelated to the values of inflation? 2) What is of interest, the dynamics of inflation or the general price level? | |
| Jan 21, 2015 at 15:20 | comment | added | StatsScared | Thanks. I plan on using the CPI to extrapolate other economic indicators. Regarding your suggestion on the regression wouldnt I run into problems since a reg of CPI on the GDP deflator would assume they both move together? We know that both inflation indicators do not always do so unfortunately. | |
| Jan 21, 2015 at 4:55 | comment | added | 123 | I like the idea of using regression modeling with previous data to predict missing values. What is your use for the data? What if you, roughly, develop a 'confidence interval' for the missing values? If you find that a value tending toward one extreme or another is significant then perhaps you could refine your process. If you have comparable results when you let $MV \in [MV-\epsilon,MV+\epsilon]$ then your predicted value is probably good enough. | |
| Jan 20, 2015 at 19:14 | review | First posts | |||
| Jan 21, 2015 at 6:50 | |||||
| Jan 20, 2015 at 19:12 | history | asked | StatsScared | CC BY-SA 3.0 |