[R] Time series documentation?

[Gabor Grothendieck]

Spencer Graves <spencer.graves <at> pdf.com> writes:

: 
:       Thanks.  Which package(s) do you prefer for which purposes? 

'ts' can be used for regularly spaced time series and supports 
monthly and quarterly dates.  The other ones listed below supports 
irregular time series.

zoo's design goals are consistency with base R, ability to use many
datetime classes (including Date, chron and POSIXct) and S3.  It has
some specific features of note in the areas of joins, graphics and
regression interfaces and includes a 15 page pdf vignette and reference
card written in Sweave.  Achim Zeileis initiated zoo and I joined 
the development last year.  Achim's strucchange package uses zoo.

'its' is based on POSIXct and S4 and has been proven in real financial
applications.

fBasics is part of the rmetrics.org project and is consistent with
the S-Plus FinMetrics software and would be of interest to someone
who was interested in compatability with that as well as
the broad range of financial functions in rmetrics.  It uses S4
and POSIXct underneath with the modification that it uses the Olsen 
time zone data base rather than the POSIXct scheme for time zones.  
It does require that you set the process or computer to GMT.  It has
extensive accompanying documentation and a web site (google for rmetrics).

Its possible to convert series from one package to another.