[R] Interpolating / smoothing missing time series data

[Thomas Petzoldt]

Francisco J. Zagmutt wrote:
> I don't have much experience in the subject but it seems that library(akima) 
> should be useful for your problem. Try library(help="akima") to see a list 
> of the functions available in the library.
> 
> I hope this helps
> 
> Francisco

Yes, function aspline() of package akima is well suited for such things: 
no wiggles like in spline() and less variance reducing than approx(). 
But in any case: excessive interpolation will definitely lead to biased 
results, in particular artificial autocorrelations.

If ever possible, David should look for methods, capable of dealing with 
missing data directly.

Thomas P.