[R] Modeling Time Series with Missing Observations
John C Frain
frainj at gmail.com
Thu Mar 23 23:42:08 CET 2017
Google "arima missing data r" will bring up several references including
There are several other useful results in that search.
John C Frain
3 Aranleigh Park
mailto:frainj at tcd.ie
mailto:frainj at gmail.com
On 23 March 2017 at 15:42, Jeff Newmiller <jdnewmil at 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 <paulbernal07 at gmail.com>
> >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,
> >following happens, for example:
> >January-2000, Feb-2000, Apr-2000, Jun 2000 (I have missing
> >when I am supposed to have the sequence January-2000, Feb-2000,
> >Apr-2000, May-2000, Jun-2000, etc.
> >How can I model a time series when there are missing months? I was
> >making up fictional or fake observations with a value of 1 to fill in
> >gaps but not sure if this is a reasonable approach.
> >Any help and/or guidance will be greatly appreciated,
> >Best regards,
> > [[alternative HTML version deleted]]
> >R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see
> >PLEASE do read the posting guide
> >and provide commented, minimal, self-contained, reproducible code.
> R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see
> PLEASE do read the posting guide http://www.R-project.org/
> and provide commented, minimal, self-contained, reproducible code.
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