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STL and missing values

To: "'s-news@lists.biostat.wustl.edu'" <s-news@lists.biostat.wustl.edu>
Subject: STL and missing values
From: "Koken.Petra" <koken@niehs.nih.gov>
Date: Fri, 29 Jun 2001 16:29:05 -0400
Hello everybody,

I would like to seasonally decompose series of daily measurements of
airpollution. I would like to use the STL method and had read in among
others, "Forecasting, methods and applications" by Makridakis,
Wheelwright and Hyndman, that STL can even be used if there are
missing values in the serie.

Well, my NO2 series has quite a few missing days and STL does not work
because of this. What can i do about this? If there is no other way
then substituting the NA's, what would be the best way of doing this?

Thank you so much in advance,
Have a great weekend,

Petra

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