SUBNA - Missing Values Interpolation

Returns an array of cells of a time series after substituting all missing values with the mean/median.

Syntax

X

is the input data sample (one- or two-dimensional array of cells).

Order

is the time order in the data series (i.e. the first data point's corresponding date (earliest date = 1 (default), latest date = 0)).

Order	Description
1	Ascending (the first data point corresponds to the earliest date) (default)
0	Descending (the first data point corresponds to the latest date)

Method

is an identifier for the method used to generate values for any missing data (1 = mean (default), 2 = median, and others). For the full list of methods, visit the NumXL help file.

Value	Method
1	Mean (default)
2	Median
3	Constant
4	Forward Flat
5	Backward Flat
6	Linear
7	Cubic Spline
8	Weighted Moving Average
9	Exponential Smoothing
10	Brownian Bridge

Value

is the data argument related to the selected treatment method (if applicable). For instance, if the method is constant, then the value would be the actual value.

H

is the smoothing parameter (aka. bandwidth). If missing or omitted, a default value of one (1) is used.

Remarks

1. The time series in the data set are homogeneous or equally spaced.
2. Each column in the input data set corresponds to a separate time series variable.
3. Each row in the input data set corresponds to an observation.
4. The function operates only on intermediate missing values. Missing values on both sides are left unchanged.
5. The function maintains the original time order of the data set.
6. The function returns an array equal to the size of the input data. To view the whole output, select an appropriate space in the worksheet and press Ctrl+Shift+Enter.

Related Links

• What to do About Missing Values in Time Series Cross-Section Data , James Honaker and Gary King, American Journal of Political Science

References

• Paul D. Allison; Missing Data; SAGE Publications, Inc; 1st Edition(Aug 13, 2001), ISBN: 0761916725
• Hamilton, J .D.; Time Series Analysis , Princeton University Press (1994), ISBN 0-691-04289-6
• Tsay, Ruey S.; Analysis of Financial Time Series John Wiley & SONS. (2005), ISBN 0-471-690740