find_nonmissing_subsample: Find Non-Missing Subsamples

In bootUR: Bootstrap Unit Root Tests

Find Non-Missing Subsamples

Description

Find Non-Missing Subsamples

Usage

find_nonmissing_subsample(X)

Arguments

X	A (TxN)-matrix of N time series with T observations. Data may also be in a time series format (e.g. ts, zoo or xts) or data frame. Assumes a prior check on missing values in-sample has been done.

Value

A list with the following components

range	(2xN)-dimensional matrix containing the first and last non-missing observation in each column of X.
all_equal	Logical value indicating whether all series have the same non-missing indices.

References

Smeekes, S. and Wilms, I. (2023). bootUR: An R Package for Bootstrap Unit Root Tests. Journal of Statistical Software, 106(12), 1-39.

bootUR documentation built on May 31, 2023, 9:15 p.m.