How to deal with missing values in univariate temporal data set ?

18 November 2016 1 676 Report

I have univariate temporal data set, with missing data up to 15% over a year. Are time series analysis models can be used to impute these missing data ?

Rayane El Sibai

Dear Chalamalla Srinivas,

I appreciated your answer very much.

What I would like to know is: are time series forecasting models (AR, ARMA, ...) can be also used for the imputation of missing data. I suppose that initially, the model was built from the complete data.

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