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Missing values with VARMAX

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Missing values with VARMAX

hi,

VARMAX procedure does not support missing values. However, I tried something (cointegration tests) and it seems to be running without a problem. also, i run the same thing using a where=data set options so that to exclude them from the analysis. In both cases I get similar results though. So, I am wondering:

1. what does VARMAX do when it encounters missing values.
2. are my results valid? they seem reasonable actually...

thanks!

Kyri
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