I am a new STATA user and new to this forum. I am working with daily price data of the Australian dollar (AUD/USD) against Copper futures to understand the commodity currency relationship (data excel file is attached). I am doing lag-order statistics (preestimation) to understand which lag to use in analysis. However, the number of my observations does not match the actual number of observations in excel file:
Sample: 6/10/2005 - 5/24/2019, but with gaps
Number of obs = 612
I guess it may be connected with that I am using daily data, however, there are dates missing because AUD/USD and Copper futures were not traded on the weekends and holidays (correct me if I am wrong).
How can I deal with this problem? Thanks in advance.
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