I have 5 years stock closing price of a company with some missing values in between (I having 1443 data points).
When I create timeseries object in R with frequency 365 it creates 1834 data points, R is imputing these missing values for timeseries object but can anyone help me how it is imputing them? like what formula is used? Also if i don't want to impute these missing values is it possible in R?
R command used:
st_ts = ts(stocks[,2],start = c(2010,1),end = c(2015,9),frequency = 365)