[R] Amelia. Imputation of time-series data

[Sorkin, John]

Colleagues,

I have started working with Amelia, with the aim of imputing missing data for time-series data. 

Although I have succeeded in getting Amelia to perform the imputation, I have not found any documentation describing how Amelia imputes time-series data. I have read the basic Amelia documentation, but it does not address how time-series data are imputed. The documentation describes general imputation where there is no serial auto correlation of repeated observations from the same subject. Does Amelia incorporate the serial autocorrelation in the imputation procedure? Can someone direct me to documentation that explains the imputation method? 

Thank you,
John


John David Sorkin M.D., Ph.D.
Professor of Medicine, University of Maryland School of Medicine;

Associate Director for Biostatistics and Informatics, Baltimore VA Medical Center Geriatrics Research, Education, and Clinical Center; 

PI Biostatistics and Informatics Core, University of Maryland School of Medicine Claude D. Pepper Older Americans Independence Center;

Senior Statistician University of Maryland Center for Vascular Research;

Division of Gerontology and Paliative Care,
10 North Greene Street
GRECC (BT/18/GR)
Baltimore, MD 21201-1524
Cell phone 443-418-5382