stl does this internally:
x <- na.action(as.ts(x))
so
stl(x, s.window, na.action = f)
is the same as
stl(f(as.ts(x)), s.window)
e.g.
nottem[25] <- NA # nottem is a built in data set in R
stl(nottem, "per") # error
stl(nottem, "per", na.action = na.contiguous)
library(zoo)
stl(nottem, "per", na.action = na.locf)
stl(nottem, "per", na.action = na.approx)
Whether any of these makes sense is another matter.
On 4/26/06, Andrea Toreti <andrea.toreti at apat.it>
wrote:> Hi,
> I have a monthly time series with missing values and I would use stl
function to identify seasonality.
> I tried all settings of na.action but the result is the same:
>
> stl(tm245,s.window=11, na.action=na.pass)
> Error in stl(tm245, s.window = 11, na.action = na.pass) :
> NA/NaN/Inf in foreign function call (arg 1)
>
> Can you help me?
>
> Thanks
>
> Andrea Toreti
> [[alternative HTML version deleted]]
>
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