What if my time series has missing values

[abhijitsahay]

Is there a way to use this model if my time series has some values missing?

[pjebs]

for most timeseries forecasting algorithms you need to interpolate the missing values.

[abhijitsahay]

The R arima function seems to handle missing values gracefully. Please see:

https://stats.stackexchange.com/questions/346225/fitting-arima-to-time-series-with-missing-values

Interpolation introduces its own difficulties, as I am sure you realize.