Re: [R] Internal NA removal out of Time Series with na.omit.ts()

On 8 Mar 2004 at 15:29, Jan Verbesselt wrote: > Thanks for the tips and advice! > > I found out how the NA's came into the time series. By a threshold > mechanism, extreme values (outliers) are removed from the time series > (environmental data, remote sensing data) and set as NA. A solution >

Re: [R] Internal NA removal out of Time Series with na.omit.ts()

Thanks for the tips and advice! I found out how the NA's came into the time series. By a threshold mechanism, extreme values (outliers) are removed from the time series (environmental data, remote sensing data) and set as NA. A solution could be to detect an outlier and replace it by the quadrat

Re: [R] Internal NA removal out of Time Series with na.omit.ts()

Prof Brian Ripley wrote: On Mon, 8 Mar 2004, Adrian Trapletti wrote: 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 da

Re: [R] Internal NA removal out of Time Series with na.omit.ts()

On Mon, 8 Mar 2004, Adrian Trapletti wrote: > > 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., switchin

Re: [R] Internal NA removal out of Time Series with na.omit.ts()

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. b

Re: [R] Internal NA removal out of Time Series with na.omit.ts()

On Fri, 5 Mar 2004, Jan Verbesselt wrote: > The na.omit.ts() method fails when the time series contains internal > NA's. How can these automatically be removed? It is impossible, as you have been told recently. You cannot have a regular time series with gaps. > > spectrum(ts.mNDII, na.action=n

[R] Internal NA removal out of Time Series with na.omit.ts()

Hi R specialists, The na.omit.ts() method fails when the time series contains internal NA's. How can these automatically be removed? > 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.L