[R] .ts

Spencer Graves spencer.graves at pdf.com
Tue Jun 28 16:57:55 CEST 2005


	  R News (www.r-project.org -> "Documentation:  Newsletter", (4/1) June 
2004, pp. 29-32, and (2/2) June 2002, pp. 2-10 contain excellent 
articles on date-time classes and time series capabilities in R.  In 
addition, I have found ch. 14 in Venables and Ripley (2002) Modern 
Applied Statistics in S, 4th ed. (Springer) and the vignette for the zoo 
package to be excellent.

	  Greater flexibility in modeling and analysis are provided with the 
Rmetrics project (www.rmetrics.org or 
http://www.itp.phys.ethz.ch/econophysics/R/), but that also requires 
greater effort to learn.

	  spencer graves

Prof Brian Ripley wrote:

> On Tue, 28 Jun 2005, Achim Zeileis wrote:
> 
> 
>>On Tue, 28 Jun 2005 10:53:11 +0100 (BST) Prof Brian Ripley wrote:
>>
>>
>>>On Tue, 28 Jun 2005, Achim Zeileis wrote:
>>>
>>>
>>>>On Tue, 28 Jun 2005 09:20:54 +0200 pir2.jv wrote:
>>>>
>>>>
>>>>>Goog morning!
>>>>>How to construct a time serie in hours or in minuts, ...
>>>>>The examples are all in years
>>>>>Excuse for questions so basic!
>>>>
>>>>Look at the zoo package for time series with arbitrary time scale
>>>>(e.g.,"Date", "chron", "POSIXct", ...). The zoo vignette also
>>>>explains the relation to other irregular time series classes
>>>>available in package its, fCalendar and tseries.
>>>
>>>However, this might be a regular time series.  For an example, see
>>>example(beav1, package="MASS").  This a series measured every 10 mins.
>>
>>...which you could handle by creating a regular zoo series (of class
>>"zooreg").
> 
> 
> Yes, but the standard ts analysis functions are for objects of class "ts", 
> and those suffice for regular time series.
> 
> Some work for class zooreg and some do not.  (More would if zooreg had a 
> tsp() method.)
> 
> 
>>Z
>>
>>
>>>--
>>>Brian D. Ripley,                  ripley at stats.ox.ac.uk
>>>Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
>>>University of Oxford,             Tel:  +44 1865 272861 (self)
>>>1 South Parks Road,                     +44 1865 272866 (PA)
>>>Oxford OX1 3TG, UK                Fax:  +44 1865 272595
>>>
>>
>>
> 

-- 
Spencer Graves, PhD
Senior Development Engineer
PDF Solutions, Inc.
333 West San Carlos Street Suite 700
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spencer.graves at pdf.com
www.pdf.com <http://www.pdf.com>
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