Google "arima missing data r" will bring up several references including http://stats.stackexchange.com/questions/104565/how-to-use-auto-arima-to-impute-missing-values. There are several other useful results in that search. John C Frain 3 Aranleigh Park Rathfarnham Dublin 14 Ireland www.tcd.ie/Economics/staff/frainj/home.html mailto:frainj at tcd.ie mailto:frainj at gmail.com On 23 March 2017 at 15:42, Jeff Newmiller <jdnewmil at dcn.davis.ca.us> wrote:> Even the most basic introduction to R discusses the use of NA for missing > data. Injecting values that could be mistaken for actual readings is a > dangerous approach. You can use the merge function to introduce missing > rows into zoo objects or data frames. > -- > Sent from my phone. Please excuse my brevity. > > On March 23, 2017 8:22:47 AM PDT, Paul Bernal <paulbernal07 at gmail.com> > wrote: > >Dear all, > > > >Hope you are doing well. I am trying to model the historical number of > >transits of a particular market segment, but the problem is that I have > >missing data. > > > >I am working with monthly data, so I have 12 observations per year (in > >general). The problem is that, when I bring the data from the database, > >the > >following happens, for example: > > > >January-2000, Feb-2000, Apr-2000, Jun 2000 (I have missing > >observations) > > > >when I am supposed to have the sequence January-2000, Feb-2000, > >Mar-2000, > >Apr-2000, May-2000, Jun-2000, etc. > > > >How can I model a time series when there are missing months? I was > >planning > >making up fictional or fake observations with a value of 1 to fill in > >the > >gaps but not sure if this is a reasonable approach. > > > >Any help and/or guidance will be greatly appreciated, > > > >Best regards, > > > >Paul > > > > [[alternative HTML version deleted]] > > > >______________________________________________ > >R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see > >https://stat.ethz.ch/mailman/listinfo/r-help > >PLEASE do read the posting guide > >http://www.R-project.org/posting-guide.html > >and provide commented, minimal, self-contained, reproducible code. > > ______________________________________________ > R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/ > posting-guide.html > and provide commented, minimal, self-contained, reproducible code. >[[alternative HTML version deleted]]
There's also an irts-package "irregular time series" Sent from my iPhone> On Mar 23, 2017, at 3:42 PM, John C Frain <frainj at gmail.com> wrote: > > Google "arima missing data r" will bring up several references including > http://stats.stackexchange.com/questions/104565/how-to-use-auto-arima-to-impute-missing-values. > There are several other useful results in that search. > > John C Frain > 3 Aranleigh Park > Rathfarnham > Dublin 14 > Ireland > www.tcd.ie/Economics/staff/frainj/home.html > mailto:frainj at tcd.ie > mailto:frainj at gmail.com > >> On 23 March 2017 at 15:42, Jeff Newmiller <jdnewmil at dcn.davis.ca.us> wrote: >> >> Even the most basic introduction to R discusses the use of NA for missing >> data. Injecting values that could be mistaken for actual readings is a >> dangerous approach. You can use the merge function to introduce missing >> rows into zoo objects or data frames. >> -- >> Sent from my phone. Please excuse my brevity. >> >> On March 23, 2017 8:22:47 AM PDT, Paul Bernal <paulbernal07 at gmail.com> >> wrote: >>> Dear all, >>> >>> Hope you are doing well. I am trying to model the historical number of >>> transits of a particular market segment, but the problem is that I have >>> missing data. >>> >>> I am working with monthly data, so I have 12 observations per year (in >>> general). The problem is that, when I bring the data from the database, >>> the >>> following happens, for example: >>> >>> January-2000, Feb-2000, Apr-2000, Jun 2000 (I have missing >>> observations) >>> >>> when I am supposed to have the sequence January-2000, Feb-2000, >>> Mar-2000, >>> Apr-2000, May-2000, Jun-2000, etc. >>> >>> How can I model a time series when there are missing months? I was >>> planning >>> making up fictional or fake observations with a value of 1 to fill in >>> the >>> gaps but not sure if this is a reasonable approach. >>> >>> Any help and/or guidance will be greatly appreciated, >>> >>> Best regards, >>> >>> Paul >>> >>> [[alternative HTML version deleted]] >>> >>> ______________________________________________ >>> R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see >>> https://stat.ethz.ch/mailman/listinfo/r-help >>> PLEASE do read the posting guide >>> http://www.R-project.org/posting-guide.html >>> and provide commented, minimal, self-contained, reproducible code. >> >> ______________________________________________ >> R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see >> https://stat.ethz.ch/mailman/listinfo/r-help >> PLEASE do read the posting guide http://www.R-project.org/ >> posting-guide.html >> and provide commented, minimal, self-contained, reproducible code. >> > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code.
There is also a package imputeTS, which may be able to do what you want. It has a nice Introduction vignette and also appears to have nice plot functions Berend Hasselman> On 24 Mar 2017, at 02:11, David Winsemius <dwinsemius at comcast.net> wrote: > > There's also an irts-package "irregular time series" > > Sent from my iPhone > >> On Mar 23, 2017, at 3:42 PM, John C Frain <frainj at gmail.com> wrote: >> >> Google "arima missing data r" will bring up several references including >> http://stats.stackexchange.com/questions/104565/how-to-use-auto-arima-to-impute-missing-values. >> There are several other useful results in that search. >> >> John C Frain >> 3 Aranleigh Park >> Rathfarnham >> Dublin 14 >> Ireland >> www.tcd.ie/Economics/staff/frainj/home.html >> mailto:frainj at tcd.ie >> mailto:frainj at gmail.com >> >>> On 23 March 2017 at 15:42, Jeff Newmiller <jdnewmil at dcn.davis.ca.us> wrote: >>> >>> Even the most basic introduction to R discusses the use of NA for missing >>> data. Injecting values that could be mistaken for actual readings is a >>> dangerous approach. You can use the merge function to introduce missing >>> rows into zoo objects or data frames. >>> -- >>> Sent from my phone. Please excuse my brevity. >>> >>> On March 23, 2017 8:22:47 AM PDT, Paul Bernal <paulbernal07 at gmail.com> >>> wrote: >>>> Dear all, >>>> >>>> Hope you are doing well. I am trying to model the historical number of >>>> transits of a particular market segment, but the problem is that I have >>>> missing data. >>>> >>>> I am working with monthly data, so I have 12 observations per year (in >>>> general). The problem is that, when I bring the data from the database, >>>> the >>>> following happens, for example: >>>> >>>> January-2000, Feb-2000, Apr-2000, Jun 2000 (I have missing >>>> observations) >>>> >>>> when I am supposed to have the sequence January-2000, Feb-2000, >>>> Mar-2000, >>>> Apr-2000, May-2000, Jun-2000, etc. >>>> >>>> How can I model a time series when there are missing months? I was >>>> planning >>>> making up fictional or fake observations with a value of 1 to fill in >>>> the >>>> gaps but not sure if this is a reasonable approach. >>>> >>>> Any help and/or guidance will be greatly appreciated, >>>> >>>> Best regards, >>>> >>>> Paul >>>> >>>> [[alternative HTML version deleted]] >>>> >>>> ______________________________________________ >>>> R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see >>>> https://stat.ethz.ch/mailman/listinfo/r-help >>>> PLEASE do read the posting guide >>>> http://www.R-project.org/posting-guide.html >>>> and provide commented, minimal, self-contained, reproducible code. >>> >>> ______________________________________________ >>> R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see >>> https://stat.ethz.ch/mailman/listinfo/r-help >>> PLEASE do read the posting guide http://www.R-project.org/ >>> posting-guide.html >>> and provide commented, minimal, self-contained, reproducible code. >>> >> >> [[alternative HTML version deleted]] >> >> ______________________________________________ >> R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see >> https://stat.ethz.ch/mailman/listinfo/r-help >> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html >> and provide commented, minimal, self-contained, reproducible code. > > ______________________________________________ > R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code.