[R] Handling nonexistent observations in R for time series analysis and forecasting

Bert Gunter bgunter.4567 at gmail.com
Mon Mar 27 20:08:03 CEST 2017


Ok Jeff. Thanks.

Bert



On Mar 27, 2017 9:56 AM, "Jeff Newmiller" <jdnewmil at dcn.davis.ca.us> wrote:

> Actually, I think his question is about R because one answer that has been
> mentioned is to use the merge function, but I haven't felt the urge to
> create a reprex for him (see Posting Guide) and he keeps posting in HTML so
> it would have been corrupted even if he had. Someone else also pointed out
> that there is an option to use irregular time series analysis.
> --
> Sent from my phone. Please excuse my brevity.
>
> On March 27, 2017 7:33:29 AM PDT, Bert Gunter <bgunter.4567 at gmail.com>
> wrote:
> >A statistics, not really an R programming question, so I believe OT
> >here.
> >But:
> >
> >1. See the CRAN Time series task view for what's available:
> >https://cran.r-project.org/web/views/TimeSeries.html
> >
> >2. stats.stackexchange.com is a good site for statistical questions.
> >
> >
> >Cheers,
> >Bert
> >
> >
> >Bert Gunter
> >
> >"The trouble with having an open mind is that people keep coming along
> >and sticking things into it."
> >-- Opus (aka Berkeley Breathed in his "Bloom County" comic strip )
> >
> >
> >On Mon, Mar 27, 2017 at 7:15 AM, Paul Bernal <paulbernal07 at gmail.com>
> >wrote:
> >> Dear friends,
> >>
> >> Hope you are all doing great. I am trying to model historical data on
> >> transits, and the dates are in the following format: 1985-10-01
> >> 00:00:00.000 (this would be october, 1985).
> >> The data comes from an SQL Server Database and there are several
> >missing
> >> observations. The problem is that, for example, there are dates for
> >which
> >> no transit was recorded (because no transit took place) and instead
> >of
> >> having that date recorded with an NA value, that date does not
> >appear,
> >> resulting in a sequence like this:
> >> 1985-01-01 00:00:00.000, 1985-02-01 00:00:00.000, 1985-05-01
> >00:00:00.00
> >> in this example you start in january 1985, the february 1985, then
> >the next
> >> available observation is on may 1985.
> >> I know R´s tsclean(data) function takes care of missing values, but
> >that
> >> only works if you at least have the non available dates recorded with
> >a
> >> value of NA, but what if I do not have those missing observations?
> >>
> >> Any help will be greatly appreciated,
> >>
> >> Best regards,
> >>
> >> Paul
> >>
> >>         [[alternative HTML version deleted]]
> >>
> >> ______________________________________________
> >> R-help at 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 at 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.
>

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