NA Handling Routines for Time Series
Observations with missing values in some of the variables are removed.
na.remove(object, ...)
object |
a numeric matrix, vector, univariate, or multivariate time series. |
... |
further arguments to be passed to or from methods. |
For na.remove.ts
this changes the “intrinsic” time scale. It
is assumed that both, the new and the old time scale are synchronized
at the first and the last valid observation. In between, the new
series is equally spaced in the new time scale.
An object without missing values. The attribute "na.removed"
contains the indices of the removed missing values in object
.
A. Trapletti
x<-ts(c(5453.08,5409.24,5315.57,5270.53, # one and a half week stock index 5211.66,NA,NA,5160.80,5172.37)) # data including a weekend na.remove(x) # eliminate weekend and introduce ``business'' time scale
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