na.interp {forecast} | R Documentation |
By default, uses linear interpolation for non-seasonal series. For seasonal series, a robust STL decomposition is first computed. Then a linear interpolation is applied to the seasonally adjusted data, and the seasonal component is added back.
na.interp(x, lambda = NULL, linear = (frequency(x) <= 1 | sum(!is.na(x)) <= 2 * frequency(x)))
x |
time series |
lambda |
Box-Cox transformation parameter. If |
linear |
Should a linear interpolation be used. |
A more general and flexible approach is available using na.approx
in
the zoo
package.
Time series
Rob J Hyndman
data(gold) plot(na.interp(gold))