1step,rule,n_before,n_after,n_removed,rationale21,Window 2001-01..2026-09 (all calendar months),309,309,0,Start from every month of the target window32,Drop months with no index level P_t in the most recent covering vintage,309,308,1,No imputation allowed: 2025-1043,Drop months with no index level P_{t-12},308,308,0,No imputation allowed: none5