[R] Modeling Time Series with Missing Observations

[David Winsemius]

There's also an irts-package "irregular time series"

Sent from my iPhone

> On Mar 23, 2017, at 3:42 PM, John C Frain <frainj at gmail.com> wrote:
> 
> 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]]
>>> 
>>> ______________________________________________
>>> 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.
>> 
>> ______________________________________________
>> 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.
>> 
> 
>    [[alternative HTML version deleted]]
> 
> ______________________________________________
> 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.