stsm_na_kalman {autostsm}R Documentation

Missing Value Imputation by Kalman Smoothing and State Space Models

Description

Simplified version taken from the 'imputeTS' package. Uses Kalman Smoothing on structural time series models for imputation. It uses "StructTS" to build a "basic structural model" if the frequency of y is greater than 1. Otherwise, it uses a local trend model.

Usage

stsm_na_kalman(y)

Arguments

y

Univariate time series

[Package autostsm version 2.0 Index]