Hi R specialists,
The na.omit.ts() method fails when the time series contains internal NA's. How can these automatically be removed?
try na.remove from tseries. This is, e.g., useful when removing weekends (NA prices) from financial data, i.e., switching from physical time to business time.
best Adrian
spectrum(ts.mNDII, na.action=na.omit)
Error in na.omit.ts(as.ts(x)) : time series contains internal NAs
How can the na.action be activated correctly?
acf(ts.Lin, type=c("correlation"), na.action=na.omit)
Error in na.omit.ts(as.ts(x)) : time series contains internal NAs
((ts.Lin contains two time series, where one contains internal NAs (-->an NA not a the end/beginning of a time serie)))
Thanks a lot!
Jan Verbesselt
Dr. Adrian Trapletti Trapletti Statistical Computing Wildsbergstrasse 31, 8610 Uster Switzerland Phone & Fax : +41 (0) 1 994 5631 Mobile : +41 (0) 76 370 5631 Email : mailto:[EMAIL PROTECTED] WWW : http://trapletti.homelinux.com
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