[R] Time series documentation?

[Spencer Graves]

Hello, Kum-Hoe: 

      Have you considered the "strucchange" package?  Inspired and 
informed by Gabor's comments, it looks to me at the moment like this 
package help you fit intervention / regression fits with time series / 
ARMAX models with minimum hassle. 

      hope this helps. 
      spencer graves

Gabor Grothendieck wrote:

>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.
>
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