the autoregressions's error prediction with missing values

[Ayca79]

Hello,

I have got a question. I need to know:

When I write an autoregression equation and predict the error values, if the autoregression is AR(1) it gives the error series with one missing value. Does the first error after the missing values belong to the predicted value of the first observation or to the predicted value of the second value for an AR(1) series.


Thank you,

[Jorge Eduardo Perez Perez]

It belongs to the second observation.