I would like to know if anyone knows how to apply the
arima results to calculate missing values in the observation period. I am looking for something similar to
forecast.arima(), that forecasts values based on
Does anyone has experiences in using data from other sources that are complete but with less accuracy, to replace the missing values? Is it feasible to decompose both datasets using
stl and recalculate the new values using the observation data?
I am using daily climatic observations for a large number of years, although some of the missing data is between observations, I have also large periods of time without any observations.