[R] time series library?
Prof Brian D Ripley
ripley at stats.ox.ac.uk
Mon Mar 15 12:59:09 CET 1999
On Mon, 15 Mar 1999, Jose Ramon G. Albert wrote:
> Paul Gilbert has informed me of his DSL library for time series
> However, it does not work for the Windows 95/98 version of R.
> He says that this work entails compiling the fortran into
> the appropriate DLL but he neither has the tools nor the
> expertise to do this. Has anybody on the list done this already?
Those tools are publically available, and how to do this is documented in
the distribution of that version of R. You have a PC: why not do the port
yourself and donate your work to the R community?
> Or has anybody at least been able to just write some code
> for performing some basic time series models, e.g. exp. smooth,
> ARIMA modeling, etc?
Those tools are planned for R in due course. But the effort in making
them reliable and documenting them is very considerable. The tasks are
a lot less basic than you appear to believe. Expect something on a
6-month horizon, not sooner.
Brian D. Ripley, ripley at stats.ox.ac.uk
Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
University of Oxford, Tel: +44 1865 272861 (self)
1 South Parks Road, +44 1865 272860 (secr)
Oxford OX1 3TG, UK Fax: +44 1865 272595
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