Work with Time Series Containing Missing Data 

Thanks to the symbolic nature of Mathematica the values of time series may be any expressions. In particular, the expression Missing[] is reserved to annotate missing observations, and Mathematica provides a special handling for it.

The time series of temperatures readings in Champaign, Illinois on May 14, 2014.

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The missing values are treated as symbolic expressions.

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Use MissingDataMethod option to specify how to fill in the missing value.

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Compare means.

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