I am a beginner with tsfilter in stata and have strange behavior when trying. I have a dataset with data per company (CIK Code as identifyer) per Month (M). When I tset CIK M, monthly all looks fine. As there is no month for every CIK I understand I then need to tsfill, full, which works nicely. When I then try to tsfilter (no matter which one) stata tells me there are gaps ..., but when I do tsreport, detail the gaps shown are actuallly all for after when my data ends (it ends 2020-4) the gaps are shown for 2020-05 ...., when I then add dummy dummies for all CIKs for 2020-05, the problem moves to gaps for 2020-06.

PLEASE HELP. What is wrong.