R: NA Handling Routines for Time Series

na.remove {tseries} | R Documentation

## NA Handling Routines for Time Series

### Description

Observations with missing values in some of the variables are removed.

### Usage

    na.remove(object, ...)

### Arguments

`object` | a numeric matrix, vector, univariate, or multivariate time series.
`...` | further arguments to be passed to or from methods.

### Details

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.

### Value

An object without missing values. The attribute `"na.removed"` contains the indices of the removed missing values in `object`.

### Author(s)

A. Trapletti

### See Also

`na.omit`, `na.fail`

### Examples

    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

[Package tseries version 0.10-47 Index]