[R] Modeling Time Series with Missing Observations

Paul Bernal paulbernal07 at gmail.com
Thu Mar 23 16:22:47 CET 2017

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,


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