[R] Could someone recommend a package for time series?
bannert at kof.ethz.ch
Mon Sep 29 12:26:30 CEST 2014
the Cran Task View about time series that pascal just send is certainly helpful.
Personally I think the standard ts() already can do a lot for you. Apart from that I like zoo particularly if you have other than yearly frequencies like quarterly or even irregular frequencies to handle.
This is a pretty nice applied course that uses R for illustration: https://stat.ethz.ch/education/semesters/ss2012/atsa
apart from this course, I think Prof. Rob Hyndman (who also has a blog) has a lot of useful stuff to say when it comes time series analysis with R
KOF Swiss Economic Institute, Switzerland
From: r-help-bounces at r-project.org [r-help-bounces at r-project.org] on behalf of jpm miao [miaojpm at gmail.com]
Sent: Monday, September 29, 2014 11:47 AM
To: Pascal Oettli
Cc: mailman, r-help
Subject: Re: [R] Could someone recommend a package for time series?
Thanks Pascal! It certainly helps!
2014-09-29 17:10 GMT+08:00 Pascal Oettli <kridox at ymail.com>:
> Hi Miao,
> You certainly will find useful answers here :
> Pascal Oettli
> On Mon, Sep 29, 2014 at 6:05 PM, jpm miao <miaojpm at gmail.com> wrote:
> > Hi,
> > I've not used R for about one year and don't know well about the
> > on the time series-related package.
> > My primary job is to do economic/financial time series data analysis -
> > annual, monthly, daily, etc. I usually read data by the package
> > "XLConnect", which can read xls or xlsx files directly. It's excellent.
> > However I can't find a package to manipulate time series data. For
> > I just want to do an easy manipulation , e.g, to label the dates of the
> > data from , say, 1991M10 to 2014M07, and then extract part of the data,
> > say, 2005M01 to 2010M12 and do analysis. Is there any package work well
> > my purpose?
> > I sometimes need to aggregate monthly data to quarterly data and I find
> > "aggregate" function helpful.
> > In the past I used packages xts, zoo and don't find it really user
> > friendly. Maybe I haven't mastered it; maybe there're some updates
> (which I
> > don't know) now. Could someone recommend a package or provide an example
> > (or just the document, I can read it) for my purpose?
> > Attached is an exemplary data set I talked about.
> > Thanks,
> > Miao
> > ______________________________________________
> > R-help at r-project.org mailing list
> > https://stat.ethz.ch/mailman/listinfo/r-help
> > PLEASE do read the posting guide
> > and provide commented, minimal, self-contained, reproducible code.
> Pascal Oettli
> Project Scientist
> Yokohama, Japan
[[alternative HTML version deleted]]
R-help at r-project.org mailing list
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
More information about the R-help