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Questions tagged [missing-values]

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33 views

Significance Of Missing Data for RMSE Estimation

I have a time series covering ten years of daily close prices, which I compare to a theoretical time series generated by a model. The original series has a handful of missing data points (~2%), some ...
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0answers
44 views

Dealing with missing factors

I have to deal with a factor investing strategy, with the particularity that I can't get a value for the factor for each date for each stock. Practically speaking, this is due to the fact that this ...
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1answer
302 views

R, Performance Analytics, How to chart continuous line with non continuous data?

In R, with Performance analytics package, I am trying to chart multiple cumulative asset returns from an XTS object. The thing is that I miss some data from some asset returns so that the graph given ...