I am trying to implement Chebyshev filter to smooth a time series but, unfortunately, there are NAs in the data series. 

For example,

```
t <- seq(0, 1, len = 100)                     
x <- c(sin(2*pi*t*2.3) + 0.25*rnorm(length(t)),NA, cos(2*pi*t*2.3) + 0.25*rnorm(length(t)))

```

I am using Chebyshev filter: `cf1 = cheby1(5, 3, 1/44, type = "low")`

I am trying to filter the time series exclude NAs, but not mess up the orders/position. So, I have already tried `na.rm=T`, but it seems there's no such argument.
Then 

```
z <- filter(cf1, x)   # apply filter

```

Thank you guys.