Google "arima missing data r" will bring up several references including http://stats.stackexchange.com/questions/104565/how-to-use-auto-arima-to-impute-missing-values. There are several other useful results in that search.
John C Frain 3 Aranleigh Park Rathfarnham Dublin 14 Ireland www.tcd.ie/Economics/staff/frainj/home.html mailto:fra...@tcd.ie mailto:fra...@gmail.com On 23 March 2017 at 15:42, Jeff Newmiller <jdnew...@dcn.davis.ca.us> wrote: > Even the most basic introduction to R discusses the use of NA for missing > data. Injecting values that could be mistaken for actual readings is a > dangerous approach. You can use the merge function to introduce missing > rows into zoo objects or data frames. > -- > Sent from my phone. Please excuse my brevity. > > On March 23, 2017 8:22:47 AM PDT, Paul Bernal <paulberna...@gmail.com> > wrote: > >Dear all, > > > >Hope you are doing well. I am trying to model the historical number of > >transits of a particular market segment, but the problem is that I have > >missing data. > > > >I am working with monthly data, so I have 12 observations per year (in > >general). The problem is that, when I bring the data from the database, > >the > >following happens, for example: > > > >January-2000, Feb-2000, Apr-2000, Jun 2000 (I have missing > >observations) > > > >when I am supposed to have the sequence January-2000, Feb-2000, > >Mar-2000, > >Apr-2000, May-2000, Jun-2000, etc. > > > >How can I model a time series when there are missing months? I was > >planning > >making up fictional or fake observations with a value of 1 to fill in > >the > >gaps but not sure if this is a reasonable approach. > > > >Any help and/or guidance will be greatly appreciated, > > > >Best regards, > > > >Paul > > > > [[alternative HTML version deleted]] > > > >______________________________________________ > >R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see > >https://stat.ethz.ch/mailman/listinfo/r-help > >PLEASE do read the posting guide > >http://www.R-project.org/posting-guide.html > >and provide commented, minimal, self-contained, reproducible code. > > ______________________________________________ > R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/ > posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
