There's also an irts-package "irregular time series" Sent from my iPhone
> On Mar 23, 2017, at 3:42 PM, John C Frain <fra...@gmail.com> wrote: > > 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. ______________________________________________ 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.
