**Subject: **Re: time series in R

**From: **Prof Brian D Ripley (*ripley@stats.ox.ac.uk*)

**Date: **Tue 20 Jul 1999 - 07:48:10 EST

**Next message:**Ross Ihaka: "Re: time series in R"**Previous message:**Paul Gilbert: "Re: time series in R"**In reply to:**Ross Ihaka: "Re: time series in R"**Next in thread:**Ross Ihaka: "Re: time series in R"**Reply:**Prof Brian D Ripley: "Re: time series in R"

Message-ID: <Pine.GSO.4.05.9907192236250.4779-100000@auk.stats>

On Tue, 20 Jul 1999, Ross Ihaka wrote:

*> On Mon, 19 Jul 1999, Prof Brian D Ripley wrote:
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*>
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*> > Time Series functions in R
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*>
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*> I agree with basically everything Brian says, and would add the
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*> following thoughts:
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*>
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*> 1. Think carefully about defining interfaces before leaping
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*> into code. By defining an interface independent of the
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*> particular code at hand we will make it easier to switch to
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*> new code.
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Yes, but we also want (to some extent) back-compatibility with S(-PLUS).

I would like to get something in there, even if we discover it

is not right. For example, I have been trying what is already there on

bivariate series, with a lot of surprises.

*> 3. On the definition question: The existing FFT implementation
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*> uses a particular definition for the discrete transform which
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*> is pretty standard. (Edwards "Fourier Series", Brillinger
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*> "Time Series" etc.) Using another definition may complicate
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*> documentation.
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That's the simple part. But what is the divisor in the periodogram? Which

way do lags go in acfs of bivariate series, and which sign is the phase for

bivariate spectra?

*> 4. The notation for ARMA models may well be the stuff that
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*> holy wars are made of, but my personal preference is
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*> X[i] + phi[1] * X[i - 1] + ... + phi[p] * X[i - p]
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*> = theta[0] + epsilon[i] + ... + theta[q] * epsilon[i - q]
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*> [ Man to judge: ``It was self defense - I thought he was
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*> going to hit me, so I hit him first.'' ]
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Well, that is not mine, and it is not S-PLUS's either.

I see the virtue of a grander plan, but would like to get the

simpler parts in now. And having spent an hour writing ts.union and

ts.intersect, I realize the simpler parts are not so simple. Bill and I

had planned a new ts package to go with V&R3, but the work seemed to

be too much (and seems to be too much before R 1.0, too).

Brian

-- Brian D. Ripley, ripley@stats.ox.ac.uk Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272860 (secr) Oxford OX1 3TG, UK Fax: +44 1865 272595-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-devel mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-devel-request@stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._

**Next message:**Ross Ihaka: "Re: time series in R"**Previous message:**Paul Gilbert: "Re: time series in R"**In reply to:**Ross Ihaka: "Re: time series in R"**Next in thread:**Ross Ihaka: "Re: time series in R"**Reply:**Prof Brian D Ripley: "Re: time series in R"

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