The proper way to codify Na in a list in R
I made it work by coercing the timeserie to numerics 

little_slice &lt;- slice[c(750: 850)]
for (row in 1:nrow(little_slice)) {
  ts &lt;- as.numeric(little_slice[row,])
  if(any(is.na(ts)))
     {
       imputed_ts &lt;- na.kalman(ts, model = "auto.arima")
       little_slice[row,] &lt;- imputed_ts
  }
}