Hi all R user,
Suppose I have daily time series value for two assets. However for some days
value of 1 asset is missing whereas for some of the other days values of other
asset are missing. Can anyone tell me what would be effective way by using
statistical analysis to fill up those gaps by most appropriate proxies?
I already go through some techniques like filling with most recent
data-points, or fitting some cubic splines etc. However I wanted to know some
good resources etc and the trend in recent search in this field as well.
Your help will be highly appreciated.
Regards,
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