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Find Non-Missing Subsamples

Source: R/order_of_integration.R
find_nonmissing_subsample.Rd

Find Non-Missing Subsamples

Usage

find_nonmissing_subsample(X)

Arguments

X

A (\(T\)x\(N\))-matrix of \(N\) time series with \(T\) observations. Data may also be in a time series format (e.g. ts, zoo or xts) or data frame. Assumes a prior check on missing values in-sample has been done.

Value

A list with the following components

range

(2x\(N\))-dimensional matrix containing the first and last non-missing observation in each column of X.

all_equal

Logical value indicating whether all series have the same non-missing indices.

References

Smeekes, S. and Wilms, I. (2023). bootUR: An R Package for Bootstrap Unit Root Tests. Journal of Statistical Software, 106(12), 1-39.