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Interpolation of a time series with missing values

Source: R/timeseries.R
ts_interpolate.Rd

Interpolation of a time series with missing values

Usage

ts_interpolate(s, method = c("airline", "average"))

Arguments

s

time series with missing values

method

airline: interpolation through an estimated airline model (Default) average: interpolation using the average of the previous and next non missing values

Value

The interpolated series

Examples

y<- rjd3toolkit::ABS$X0.2.09.10.M
y[400:410]<-NA
y1<-ts_interpolate(y)
y1[390:420]
#>  [1] 1356.400 1478.700 1687.700 2756.900 1471.200 1053.800 1367.200 1442.200
#>  [9] 1428.700 1480.900 1461.852 1287.737 1374.191 1482.646 1684.200 2796.650
#> [17] 1446.463 1081.419 1364.639 1478.173 1444.632 1596.100 1468.300 1293.900
#> [25] 1393.500 1497.400 1684.300 2850.400 1428.500 1092.400 1370.300