Re: time series in R

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Subject: Re: time series in R
From: Adrian Trapletti (Adrian.Trapletti@wu-wien.ac.at)
Date: Tue 20 Jul 1999 - 18:57:45 EST


Message-ID: <37943A08.F073CC2C@wu-wien.ac.at>

Prof Brian D Ripley wrote:

> Time Series functions in R
> ==========================
>
> I think a good basic S-like functionality for library(ts) in base R
> would include
>
> ts class, tsp, is.ts, as.ts
> plot methods
> start end window frequency cycle deltat
> lag diff aggregate
> filter
>

I forgot to suggest to add the "embed" routine from tseries to the above list? I
think it's a base routine. It works also for multivariate series and is useful for
many higher level routines.

Adrian

--
Adrian Trapletti, Vienna University of Economics and Business
Administration, Augasse 2-6, A-1090 Vienna, Austria
Phone: ++43 1 31336 4561, Fax: ++43 1 31336 708,
Email: adrian.trapletti@wu-wien.ac.at

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