[R-SIG-Finance] Solicitation of opinions on which Timeseries object(s) to utilize.

[Joe W. Byers]

I am soliciting your opinions on the different time series objects as to 
which you prefer, or which you do not prefer.  I have been using 
dataframes and date columns to handle my timeseries processes for awhile 
now, and recently began experimenting with different timeseries 
packages, mainly: zoo, ts, tseries, Rmetric's timeSequences, and 
rseries.  There are two reasons for my change here
1.  Utilize the object oriented components of these packages,
2.  Standardization for handling the nuances of my time series data.


Both of these are important, but the second one is specific to my 
industry: Energy.  I work with assets where the transfer of physical 
molecules occur over time (ratable) under constraints, not immediately 
as with fixed income and equities.  I have assets that settle yearly, 
qrtly, monthly, weekly, balance of the week, balance of the month, 
daily, hourly, and as low as 5 minute intervals.  I have assets where 
the underlying is spread over different regions or zones, and the 
underlying is the asset, an average, an index, a lookback, and many 
more.  All of these require careful manipulation of the timeseries with 
great care for calendars to maintain integrity of the system where the 
energy asset is located.

I could continue babbling on about my issues but will leave it here with 
this introduction.  I would appreciate any and all comments.  Also, if 
this topic should be on the r-users mailing list, I do apologize for my 
indiscretion. I thought this would be better since the underlying data 
is financial/business in nature.

Thank you and have a wonderful day.
Joe