Null processing of measures in SSAS2005

A few days ago a question regarding null processing of fact records was posted on the SSAS forum. It was also about nulls in dimension tables but let us focus on what to do with empty measures in a fact record. Should you put zero in them or allow null? I answered that post with the assumption that you should never feed a cube with zeros because it will make the NON EMPTY keyword useless in MDX Selects. Still I never checked the options in SSAS 2005 so this post is the outcome of that.

We will need to build a simple cube to understand how this works. Run the following TSQL script in management studio in order to create a time dimension and a simple fact table.