[R] Time Series

Ricardo Gonçalves Da-Silva ricardogs at terra.com.br
Sun Aug 25 13:28:33 CEST 2002

Dear Users,
My problem concernes on time series and unit roots.
The issues are the following:
1- My time series has a lack of 10 observations (missing data). There are
some R package that could impute missing data for dependent time series?

2- The packs ts and tseries has various Unit root test procedures, however I
not able to find a package that could test for Unit roots in presence of
more than one structural break.
Ricardo Gonçalves Silva
Universidade de São Paulo-USP
Instituto de Ciências Matemáticas-ICMC
Departamento de Estatística


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