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.
time series
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.
Should a linear interpolation be used.
Time series
A more general and flexible approach is available using na.approx
in
the zoo
package.