[R] time series analysis

G.Janacek G.Janacek at uea.ac.uk
Fri Jan 29 11:16:38 CET 1999

>Hello out there,
>in their "R Complements" to Modern Applied Statistics W. Venables and
>B. Ripley say that there is a lack of time series related functions in
>R compared to S plus. Looking at CRAN I didn't find much, too. As I
>have to learn something about +-basic ts analysis, e.g. spectral
>analysis, I would like to know whether somebody has developed a
>"unpublished" time series package for analysis and plotting, which
>he/she could make available. Unfortunately, my mathematical and
>numerical background knowledge isn't sufficient to do it myself :-(
>If there is a S library which could be used, I would appreciate hints,
>Many thanks for your help,

I have some R functions that I use which you are welcome to try. They are R
programs as I float between Unix Macs and PC's. A word of caution, I am not
an ace programmer and they are not very efficient or good at error
trapping. As they are in R the maximum likelihood estimation is slow. If
you want to try them I will dig them out.

You might be better of with the Timeslab add on. These are the routines
from Newton's Timeslab book ( execellent) and are pretty good. I loaded the
Splus code from Statlib using dynamic load but  I understand that they are
now at CRAN as a package. They work and the documentation ( or at least the
stuff included at Statlib  in Tex (not Latex))is good.

  G.Janacek				          e-mail G.Janacek at uea.ac.uk
  School of Mathematics			          tel 44-(0)1603-592577
  UEA, Norwich NR4 7TJ,UK		          fax: 44-(0)1603-259515

r-help 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-help-request at stat.math.ethz.ch

More information about the R-help mailing list