[R] Cleaning a time series

[Gabor Grothendieck]

The zoo package has six na.* routines for carrying values
forward, etc.

library(zoo)
?zoo

describes them.  Also see the vignettes.

On Fri, May 23, 2008 at 6:55 AM,  <tolga.i.uzuner at jpmorgan.com> wrote:
> Dear R Users,
>
> Was wondering if anyone can give me pointers to functionality in R that
> can help "clean" a time series ? For example, some kind of
> package/functionality which identifies potential "errors" and takes some
> action, such as replacement by some suitable value (carry-forward, average
> of nearest, what have you) and reporting of errors identified.
>
> I did search Google for "R cran time series clean outlier" and various
> permutations but did not come across anything.
>
> Thanks,
> Tolga
>
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