Basic time series library
plummer at iarc.fr
Fri Jun 11 12:41:21 CEST 1999
A small package called "bats" is now available in the "Devel" directory
of CRAN. This contains time series functions which are not wholly
unlike the ones found in S-PLUS
It currently does
- Autocorrelation function estimation (acf, plot.acf)
- Spectral density estimation (spec.pgram, plot.spec)
- Autoregressive modelling (ar.yw)
All the functions handle multivariate time series.
Testing and feedback would be most welcome.
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