zoo: na.StructTS – R documentation

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Documentation

zoo

na.StructTS

Fill NA or specified positions.

Description

Generic function for filling NA values using seasonal Kalman filter.

Usage

na.StructTS(object, ...)
## S3 method for class 'ts'
na.StructTS(object, ..., na.rm = FALSE, maxgap = Inf)
## S3 method for class 'zoo'
na.StructTS(object, ..., na.rm = FALSE, maxgap = Inf)

Arguments

`object`	an object.
`...`	other arguments passed to methods.
`na.rm`	logical. Whether to remove end portions or fill them with NA.
`maxgap`	Runs of more than `maxgap` `NA`s are retained, other `NA`s are removed and the last occurrence in the resulting series prior to each time point in `xout` is used as that time point's output value.

Details

Interpolate with seasonal Kalman filter, using StructTS, followed by tsSmooth. The input object should be a regular time series and have a frequency. It is assumed the cycle length is 1.

Examples

z <- zooreg(rep(10 * seq(8), each = 4) + rep(c(3, 1, 2, 4), times = 8), 
	start = as.yearqtr(2000), freq = 4)
z[25] <- NA

zout <- na.StructTS(z)

plot(cbind(z, zout), screen = 1, col = 1:2, type = c("l", "p"), pch = 20)

zoo

S3 Infrastructure for Regular and Irregular Time Series (Z's Ordered Observations)

v1.8-10

GPL-2 | GPL-3

Authors

Achim Zeileis [aut, cre] (<https://orcid.org/0000-0003-0918-3766>), Gabor Grothendieck [aut], Jeffrey A. Ryan [aut], Joshua M. Ulrich [ctb], Felix Andrews [ctb]

Initial release

2022-04-15