I'm guessing here, ...

Guessing is probably one of the most dangerous things when flying IFR.
What makes you assume that there is a holding pattern if there is
none mentioned in the missed approach instructions? We don't have
holdings at a missed approach in Canada. You just go to your missed
approach fix as described in the missed approach instructions or per
special missed approach clearance received from ATC. As soon as you
are on the missed you talk to ATC who will clear you for another
approach or any other request (for example to go to another airport
which may or may not be your alternate). If you are in uncontrolled
airspace and unable to communicate with ATC you follow IFR procedures
as outlined in the Canadian A.I.P. Under no circumstances would you
start an un-authorized holding pattern.

Gerd Wengler, ATP

Thanks for the explanation. You'll notice I wasn't flying IFR when I was
guessing. I never guess when I'm flying IFR - only when I'm muddling around on
the message boards, and I never do anything unauthorized when I'm flying