na.interp: Interpolate missing values in a time series

Description

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.

Usage

na.interp(
x,
lambda = NULL,
linear = (frequency(x)

Value

Time series

Arguments

x

time series

lambda

Box-Cox transformation parameter. If lambda="auto",
then a transformation is automatically selected using BoxCox.lambda.
The transformation is ignored if NULL. Otherwise,
data transformed before model is estimated.

linear

Should a linear interpolation be used.

Author

Rob J Hyndman

Details

A more general and flexible approach is available using na.approx in
the zoo package.