There are many time series packages in R, so someone coming from a commercial application (e.g. Matlab or S-Plus) can experience a learning curve (and some amount of frustration) trying to learn the best toolkit. R comes with one object called ts() which is useful for regularly spaced time series, such as daily, monthly, or …
Monthly Archives: May 2010
Time Series in R
May 8, 2010 – 4:25 pm
|
By Shane
|
Posted in R, Time Series
|
Tagged fts, its, R, Time Series, timeSeries, ts, xts, zoo
|
Comments (0)
Blog Syllabus
This blog will focus on the statistical tools needed to understand finance and empirical economic research, and the conclusions that can be drawn from this research. We will be progressing through these subjects in a logical, progressive fashion starting from basic concepts, although I will also provide occasional deviations as I consider specific questions that …