search for: regarima

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2007 Apr 16
0
Impute missing values within a time-series
...n't I treat the data as time series but use a robust regression approach to impute the missing values? To establish a relationship to R (and not just asking a methodology question): What would be the preferred packages in R to achieve my task? Robust regression with lqs? Is there a package for regArima available? Any help is greatly appreciated?. Mike