[R-SIG-Finance] how to deal with time series in R ??

[Jeff Ryan]

Hi Edouard,

This has been addressed in various forms many dozens (hundreds?) of
times on the list.

Take a look at the zoo, xts, timeSeries, timeDate or fts for packages
that do this well.

Functions of interest:

?read.zoo
?zoo
?xts

?strptime
?format

HTH,
Jeff

On Sun, Dec 20, 2009 at 5:23 PM, Edouard Tallent <tallent_e at lycos.com> wrote:
> hi everyone !
>
> i have a 4-row table, the first column being dates starting from the 5 of
> dec 2002 (the format actually is dd/mm/yyyy), the remainings being 3
> variables consisting of numeric variables. the first line contains the
> headers of the rows. some lines are missing as data may have been recorded
> not so regularly.
>
> Date, x, y, z
> 05/12/2002, 12, 11, 10
> 06/12/2002, 3, 5, 6
> 10/12/2002, 4, 12, 8
> 11/12/2002, 6, 7, 7
> ...
> ...
>
> what do i have to do so that R understands that this is a time series, the
> first row being the row for dates ??
>
> along the R documention i have read on read.table, ts, time and various
> other functions, but i have been unsuccessful til then.
>
> thank you for your hints
>
> cheers,
> édouard.
>
>
>
>
>
>
>
>
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-- 
Jeffrey Ryan
jeffrey.ryan at insightalgo.com

ia: insight algorithmics
www.insightalgo.com