From Adrian.Trapletti@wu-wien.ac.at  Tue Jul 20 09:57:45 1999
From: Adrian.Trapletti@wu-wien.ac.at (Adrian Trapletti)
Date: Tue, 20 Jul 1999 08:57:45 +0000
Subject: time series in R
References: <Pine.GSO.4.05.9907191846330.29584-100000@auk.stats>
Message-ID: <37943A08.F073CC2C@wu-wien.ac.at>

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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time series in R
Adrian Trapletti