[R] Modeling Time Series with Missing Observations

[John C Frain]

Google "arima missing data r"  will bring up several references including
http://stats.stackexchange.com/questions/104565/how-to-use-auto-arima-to-impute-missing-values.
There are several other useful results in that search.

John C Frain
3 Aranleigh Park
Rathfarnham
Dublin 14
Ireland
www.tcd.ie/Economics/staff/frainj/home.html
mailto:frainj at tcd.ie
mailto:frainj at gmail.com

On 23 March 2017 at 15:42, Jeff Newmiller <jdnewmil at dcn.davis.ca.us> wrote:

> Even the most basic introduction to R discusses the use of NA for missing
> data. Injecting values that could be mistaken for actual readings is a
> dangerous approach. You can use the merge function to introduce missing
> rows into zoo objects or data frames.
> --
> Sent from my phone. Please excuse my brevity.
>
> On March 23, 2017 8:22:47 AM PDT, Paul Bernal <paulbernal07 at gmail.com>
> wrote:
> >Dear all,
> >
> >Hope you are doing well. I am trying to model the historical number of
> >transits of a particular market segment, but the problem is that I have
> >missing data.
> >
> >I am working with monthly data, so I have 12 observations per year (in
> >general). The problem is that, when I bring the data from the database,
> >the
> >following happens, for example:
> >
> >January-2000, Feb-2000, Apr-2000, Jun 2000 (I have missing
> >observations)
> >
> >when I am supposed to have the sequence January-2000, Feb-2000,
> >Mar-2000,
> >Apr-2000, May-2000, Jun-2000, etc.
> >
> >How can I model a time series when there are missing months? I was
> >planning
> >making up fictional or fake observations with a value of 1 to fill in
> >the
> >gaps but not sure if this is a reasonable approach.
> >
> >Any help and/or guidance will be greatly appreciated,
> >
> >Best regards,
> >
> >Paul
> >
> >       [[alternative HTML version deleted]]
> >
> >______________________________________________
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> >PLEASE do read the posting guide
> >http://www.R-project.org/posting-guide.html
> >and provide commented, minimal, self-contained, reproducible code.
>
> ______________________________________________
> R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see
> 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.
>

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