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 3.0.3 Index]