na.remove(tseries) | R Documentation |
Observations with missing values in some of the variables are
removed. For na.remove.ts
, this changes the 'intrinsic' time
scale. It is assumed that both, the new and the old time scale are
synchronized at the first and the last valid observation. In between,
the new series is equally spaced in the new time scale.
na.remove (x)
x |
a numeric matrix, vector, univariate, or multivariate time series. |
An object without missing values. The attribute "na.removed"
contains the indices of the removed missing values in x
.
A. Trapletti
x<-ts(c(5453.08,5409.24,5315.57,5270.53, # one and a half week stock index 5211.66,NA,NA,5160.80,5172.37)) # data including a weekend na.remove(x) # eliminate weekend and introduce 'business' time scale