The Missing Data NaNs option is available in the Worksheet Options pane and allows users to manage missing data values.
To select a Missing Data NaNs option, users must first uncheck Seasonal Analysis, if checked, and must also uncheck Skip All NaN. MIMIC then enables Missing Data NaNs.
MIMIC includes the following Missing Data NaNs settings:
| Option | Function/Description |
|---|---|
Inserts NaN values where there is no data. | |
Takes the last valid value in the series and copies it forward, eliminating the NaNs until the next valid value occurs. | |
Fill End | Fills the missing data using the last known value for a symbol for a specified date range. For instance, on a Monday morning, you might want the last known value for the Close of CL. Using Fill End with a few other settings, the value returned will be Friday’s closing unless Friday is a holiday and then MIMIC returns the last known value. The following graphic displays the last known value for the Close of NG for February 25, 2005. To create the results above, users can select the End Date 02/25/2005, uncheck Skip All NaN and select Fill End for the Missing Data NaNs. Users must set the Change Period to 0 Days. If today is 02/25/2005 (before the market closes) then the value returned in the tabled results is the value from the closing the day before on 02/24/2005. To find the last known value for a date range (for instance, the last known value for the last 3 days) users can enter 2 Days for the Change Period. |
Takes the first valid value after a run of NaNs and fills the value back in time to the previous valid value. | |
Fills missing data values with a blank. | |
Creates synthetic values for the span of NaN values based on the last known value and the next known value by creating linear interpolated values between them. Formula:
where: x1 = last known value x2 = next known value w1= the number of days from x1 to the missing date w2 = the number of days from x2 to the missing date | |
Creates synthetic values for the span of NaN values based on the last known value and the next known value by creating geometric interpolated values between them. Formula:
| |
Creates synthetic values for the span of NaN values based on the last known value and the next known value by creating logarithmic interpolated values between them. Formula: | |
Fills Saturday with Friday and fills Sunday with Monday. |
