[R] Na handing with time series objects

Spencer Graves spencer.graves at pdf.com
Fri Apr 4 18:08:50 CEST 2003


I don't know of software, but the math is outlined in the "Foundations 
of Monitoring" material on "www.prodsyse.com".  If you don't get an 
acceptable answer otherwise, I can at least find S-Plus code I used to 
generate some of the examples described therein.

Spencer Graves

Wayne Jones wrote:
> Hello All, 
> 
> Does anyone out there know a way to decompose time series objects with
> missing values. 
> A simple "na.omit" will not work since it does not preserve the time
> differences between succesive observations. 
> 
> Thanks in advance, 
> 
> Wayne
> 
> 
> 
> Dr Wayne R. Jones
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