time series in R

[Adrian Trapletti]

Prof Brian D Ripley wrote:

> Time Series functions in R
> ==========================
>
> I think a good basic S-like functionality for library(ts) in base R
> would include
>
> ts class, tsp, is.ts, as.ts
> plot methods
> start end window frequency cycle deltat
> lag diff aggregate
> filter
>

I forgot to suggest to add the "embed" routine from tseries to the above list? I
think it's a base routine. It works also for multivariate series and is useful for
many higher level routines.

Adrian

--
Adrian Trapletti, Vienna University of Economics and Business
Administration, Augasse 2-6, A-1090 Vienna, Austria
Phone: ++43 1 31336 4561, Fax: ++43 1 31336 708,
Email: adrian.trapletti@wu-wien.ac.at



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