Description Usage Arguments Value Source Examples
missls
substitutes missing values in a time series using the LS approach with ARMA models
1 | missls(x, p = 0, tol = 0.001, theo = 0)
|
x |
vector, the time series |
p |
integer, the order of polynom alpha(B)/beta(B) |
tol |
tolerance that can be set; it enters via tol*sd(x,na.rm=TRUE) |
theo |
(k,1)-vector, prespecified Inverse ACF, IACF (starting at lag 1) |
y completed time series
S. R. Brubacher and G. Tunnicliffe Wilson (1976) <https://www.jstor.org/stable/2346678> "Interpolating Time Series with Application to the Estimation of Holiday Effects on Electricity Demand Journal of the Royal Statistical Society"
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