[R] ADF test : how to deal with the missing values ?

[David Winsemius]

On Jan 3, 2010, at 1:27 PM, Edouard Tallent wrote:

>
>   hi everyone, and happy new year.
>   i want to perform an Augmented Dickey Fuller test.
>   the basic adf.test function

... from package? Yeah, I know I could look it up but it is considered  
good posting form to mention the package name.

> doesn't work on my dataset as data are missing.
>   has a package a function enabling missing values ? does any one  
> know a trick
>   to get through ?

RSiteSearch('"missing values" time series')

# the first few hits look on point, especially the Grothendieck  
suggestion of na.locf function in zoo.


>   thanks,
>   édouard.
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David Winsemius, MD
Heritage Laboratories
West Hartford, CT