find_nonmissing_subsample function

Find Non-Missing Subsamples

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.

Returns

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.