Uses linear interpolation for non-seasonal series. For seasonal series, a robust STL decomposition is used. A linear interpolation is applied to the seasonally adjusted data, and then the seasonal component is added back.

na.interp(x, lambda = NULL)

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.

Value

Time series

Details

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

See also

Examples

data(gold) plot(na.interp(gold))