Re: [R] Can R do rts (Regular Time Series) like S-Plus?

From: Gabor Grothendieck <ggrothendieck_at_gmail.com>
Date: Wed, 30 Apr 2008 00:48:17 -0400

On Tue, Apr 29, 2008 at 11:03 PM, Louise Hoffman <louise.hoffman_at_gmail.com> wrote:
> Dear readers,
>
> S-Plus have a rts function (Regular Time Series), which is used like so:
>
> fveks<-read.csv('http://louise.hoffman.googlepages.com/veks.csv',header=TRUE,sep=',')
> attach(fveks)
> acf(ts.intersect(rts(HC.f),rts(Ta.f),rts(GR.f),rts(W.f)))
>
> Warning the csv file is 750kB.
>
> Can the same be done in R?
>

Try this:

library(zoo)
fn <- 'http://louise.hoffman.googlepages.com/veks.csv' z <- read.zoo(fn, header = TRUE, sep = ",", index.column = 2,

        aggregate = mean)[, -1]
zt <- na.contiguous(as.ts(z[, grep("[.]f", colnames(z))])) acf(zt)

Read the three zoo vignettes for more info.



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