ar1miss: AR with Missing Values

In astsa: Applied Statistical Time Series Analysis

AR with Missing Values

Description

Data used in Chapter 6 Problems

Format

The format is: Time-Series [1:100] with NA for missing values.

Details

Simulated AR(1) with \phi=.9 and \sigma_w=1 and ~10% of the values missing at random (in this case, there happen to be 15 missing values). A similar data set can be generated as follows:

x   = sarima.sim(ar=.9, n=100)
u   = sample(c(NA,0), replace=TRUE, size=100, prob=c(.1,.9))
arm = x + u 

Another approach if you want exactly 10 missing values is this:

arms = sarima.sim(ar=.9, n=100)
arms[sample(1:100, size=10)] = NA

References

You can find demonstrations of astsa capabilities at FUN WITH ASTSA.

The most recent version of the package can be found at https://github.com/nickpoison/astsa/.

In addition, the News and ChangeLog files are at https://github.com/nickpoison/astsa/blob/master/NEWS.md.

The webpages for the texts and some help on using R for time series analysis can be found at https://nickpoison.github.io/.

astsa documentation built on Aug. 21, 2025, 5:47 p.m.