check_missing_insample_values function

Check Missing Values in Sample

Check Missing Values in Sample

check_missing_insample_values(X)

Arguments

  • X: A (TTxNN)-matrix of NN time series with TT observations. Data may also be in a time series format (e.g. ts, zoo or xts) or data frame.

Returns

NN-dimensional vector, for each series whether missing values are present (TRUE) or not (FALSE)

References

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