tseries

[Martyn Plummer]

On 15-Jul-99 Martin Maechler wrote:
> - Of course, it is *the wise thing* to use FFT for acf -- for the case of no
>   NAs.. [and I think the NA case should be handled as well, and for small
>         no-NA series that straightforward method will probably be faster
>       than FFT as well ].

This reminds me of a request I have been meaning to make.

S-plus time series functions normally use only the longest contiguous
portion of the series with no missing values. I think a good way to implement
this would be to have an "na.omit" method for time series, but this
isn't a generic function in R (It is in SPLUS 3.3). Could this be changed?

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