[R] Can R do rts (Regular Time Series) like S-Plus?

[Gabor Grothendieck]

On Tue, Apr 29, 2008 at 11:03 PM, Louise Hoffman
<louise.hoffman at gmail.com> wrote:
> Dear readers,
>
> S-Plus have a rts function (Regular Time Series), which is used like so:
>
> fveks<-read.csv('http://louise.hoffman.googlepages.com/veks.csv',header=TRUE,sep=',')
> attach(fveks)
> acf(ts.intersect(rts(HC.f),rts(Ta.f),rts(GR.f),rts(W.f)))
>
> Warning the csv file is 750kB.
>
> Can the same be done in R?
>

Try this:


library(zoo)
fn <- 'http://louise.hoffman.googlepages.com/veks.csv'
z <- read.zoo(fn, header = TRUE, sep = ",", index.column = 2,
        aggregate = mean)[, -1]
zt <- na.contiguous(as.ts(z[, grep("[.]f", colnames(z))]))
acf(zt)

Read the three zoo vignettes for more info.