na.interp: Interpolate missing values in a time series
Description
By default, uses linear interpolation for non-seasonal series. For seasonal series, a
robust STL decomposition is first computed. Then a linear interpolation is applied to the
seasonally adjusted data, and the seasonal component is added back.
Usage
na.interp(
x,
lambda = NULL,
linear = (frequency(x)
Value
Time series
Arguments
x
time series
lambda
Box-Cox transformation parameter. If lambda="auto",
then a transformation is automatically selected using BoxCox.lambda.
The transformation is ignored if NULL. Otherwise,
data transformed before model is estimated.
linear
Should a linear interpolation be used.
Author
Rob J Hyndman
Details
A more general and flexible approach is available using na.approx in
the zoo package.