[R] Internal NA removal out of Time Series with na.omit.ts()

[Adrian Trapletti]

>
> Hi R specialists,
>
> The na.omit.ts() method fails when the time series contains internal
> NA's. How can these automatically be removed?


try na.remove from tseries. This is, e.g., useful when removing weekends 
(NA prices) from financial data, i.e., switching from physical time to 
business time.

best
Adrian

>
>>> spectrum(ts.mNDII, na.action=na.omit)
>
> Error in na.omit.ts(as.ts(x)) : time series contains internal NAs
>
> How can the na.action be activated correctly?
>
>>> acf(ts.Lin, type=c("correlation"), na.action=na.omit)
>
>Error in na.omit.ts(as.ts(x)) : time series contains internal NAs
>
>((ts.Lin contains two time series, where one contains internal NAs
>(-->an NA not a the end/beginning of a time serie)))
>
>Thanks a lot!
>
>Jan Verbesselt
>  
>
>
>

Dr. Adrian Trapletti
Trapletti Statistical Computing
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