[R] time-series packages

[Dirk Eddelbuettel]

On 28 September 2006 at 22:00, David Kaplan wrote:
| Greetings,
| 
| Are there R packages that perform time-series analyses - particularly 
| estimation of ARIMA models along with unit-root tests?  I know that 
| FinMetrics in the S-Plus program will do it, but I'm looking for R 
| packages, as well any reference material for estimating time-series' 
| models in R.

You could start here for an overview:

http://cran.us.r-project.org/src/contrib/Views/Econometrics.html

and there is some overlap regarding time series with this one:

http://cran.us.r-project.org/src/contrib/Views/Finance.html

Hth, Dirk

-- 
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