[R] seasonal time serie with missing values
John C Frain
frainj at gmail.com
Tue Nov 27 17:20:20 CET 2007
The TRAMO/SEATS suite of programs can interpolate missing values in
seasonal time series. A stand alone version of the software and
various papers are available from
http://www.bde.es/servicio/software/softwaree.htm. TRAMO/SEATS is
integrated into the econometric package GRETL which interfaces well
with R. (I do not know if you can use the interpolation routines in
TRAMO/SEATS from within GRETL but it may be worth trying.
You may also be able to call TRAMO/SEATS from within R.
Best Regards
John Frain.
On 27/11/2007, CCordeiro <cmhcordei at gmail.com> wrote:
>
> Hi
> I am interested in this issue also. I have some papers concerning this and
> if you want it let me know.
>
> Best regards,
> Clara Cordeiro
>
>
> Joao Santos wrote:
> >
> > Hello All,
> >
> > I trying to find some way to fill in missing values in a seasonal time
> > series. All the function that I find until now, don't have any reference
> > to seasonal data and the output is very different of what I looking for.
> > I also searched the forum but this problem don't have many information or
> > people asking.
> >
> > Could someone indicate some links or packages related to this question?
> >
> >
> > Thanks in advance,
> >
> > João Santos
> >
> >
> >
>
> --
> View this message in context: http://www.nabble.com/seasonal-time-serie-with-missing-values-tf4758955.html#a13973330
> Sent from the R help mailing list archive at Nabble.com.
>
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>
--
John C Frain
Trinity College Dublin
Dublin 2
Ireland
www.tcd.ie/Economics/staff/frainj/home.html
mailto:frainj at tcd.ie
mailto:frainj at gmail.com
More information about the R-help
mailing list