I have observations y at different stations over time, so y [s,t]. s=1 to 426, t = 1:65
But sometimes, some stations have missing data for particular times, say y[10, 12] = NA
How I represent such data in stan in most clear way?
Thanks in advance.

Create vectors with row and column indices for the missing data.

replace missing values in y with some number before including it in the standata list (assuming you are using R)

In Stan.
3. Have a parameter variable â€śimputed_dataâ€ť with as many elements as you have missing data.
4. â€śSampleâ€ť these parameters from an appropriate prior (you wonâ€™t be able to generate integer valued missing data in this simple approach)
5. In the model block specify a new variable y_imputed, where you set all non-misaung values to the original values and filll in the missing values from the imputed_data variable.
6. Evaluate the log posterior using y_imputed.

This is the most basic approach. There are more sophisticated ways to generate the imputed values, using for example multivariate normal distribution or regression on other variables.