I don't know of software, but the math is outlined in the "Foundations
of Monitoring" material on "www.prodsyse.com". If you don't
get an
acceptable answer otherwise, I can at least find S-Plus code I used to
generate some of the examples described therein.
Spencer Graves
Wayne Jones wrote:> Hello All,
>
> Does anyone out there know a way to decompose time series objects with
> missing values.
> A simple "na.omit" will not work since it does not preserve the
time
> differences between succesive observations.
>
> Thanks in advance,
>
> Wayne
>
>
>
> Dr Wayne R. Jones
> Statistician / Research Analyst
> KSS Group plc
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> 79 Oxford Street
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> Tel: +44(0)161 609 4084
> Mob: +44(0)7810 523 713
>
>
>
> KSS Ltd
> A division of Knowledge Support Systems Group plc
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6SS England
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>
>
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