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

[Joe W. Byers]

Andrew Piskorski wrote:
> On Sun, Jan 20, 2008 at 09:55:40AM -0600, Joe W. Byers wrote:
>> 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 
> 
> I don't know anything about which R time series packages are better
> (or for what), but I do have a list of some of the ones that exist:
> 
>     zoo: http://cran.r-project.org/src/contrib/Descriptions/zoo.html
>     dse: http://www.bank-banque-canada.ca/pgilbert/
>     its: http://cran.r-project.org/src/contrib/Descriptions/its.html
>    urca: http://cran.r-project.org/src/contrib/Descriptions/urca.html
>     ast: http://sirio.stat.unipd.it/index.php?id=libast
> tseries: http://cran.r-project.org/src/contrib/Descriptions/tseries.html
>    tsa2: http://www.stat.pitt.edu/stoffer/tsa2/index.html
>          http://www.amazon.com/Time-Analysis-Its-Applications-Statistics/dp/0387293175/
> RTisean, tsdyn, and tserieschaos:
>   http://antonio.fabio.googlepages.com/rprojects
> And even more via 'label:timeseries' on Google Code:
>   http://code.google.com/hosting/search?q=label:timeseries&filter=0
> 
> And here's my super-short summary of what others have said elsewhere
> in this thread:
> 
> - zoo and/or xts are good.
> - zoo and/or xts basically make ts and tseries obsolete.


> - Rmetrics' timeSeries is useful but has certain problems.
> 
The certain problems with timeDate objects of Rmetrics is one of the 
reasons I posted this question.  I have found that even though you can 
give the timeSeries a financial center and a zone, the underlying 
timeDate object still defaults to GMT.  I have to pass or set the 
tz='EST5EDT' or something like that to get the correct numerical time 
integers.  I have not quite figured this one out yet.  This may also be 
an underlying problem with other timeseries packages but I thought 
determining the "best" timeseries package before progressing further was 
a better course .

Thank you all
Joe

> Useful hints!
>