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The R package 'timeSeries' provides a time series class and tools for creation, import, manipulation, statistical and financial computations on time series.

Package timeSeries is part of the Rmetrics suite of R packages and is developed on R-forge at timeSeries. The root of Rmetrics is at R-forge.

Installing timeSeries

Install the latest stable version of timeSeries from CRAN:

install.packages("timeSeries")

You can install the development version of timeSeries from R-forge:

install.packages("timeSeries", repos = "http://R-Forge.R-project.org")

To report bugs visit Rmetrics.

Documentation

You can view the documentation of timeSeries at timeSeriesDoc (an web site produce with pkgdown) or download the reference manual of the latest release from CRAN. There is also a large vignette on plots.

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Version

Install

install.packages('timeSeries')

Monthly Downloads

54,625

Version

4032.108

License

GPL (>= 2)

Homepage

https://r-forge.r-project.org/scm/viewvc.php/pkg/timeSeries/?root=rmetrics (devel)

Maintainer

Georgi Boshnakov

Last Published

December 19th, 2023

Functions in timeSeries (4032.108)

Calculations of drawdowns

Time series data sets

Transpose 'timeSeries' objects

Start and end of a 'timeSeries'

TimeSeriesSubsettings

Subsetting time series

dummyTimeSeries

Create dummy time series

Center and scale 'timeSeries' objects

Align a 'timeSeries' object to equidistant time stamps

Durations from a 'timeSeries'

Cumulated time series from returns

Special monthly series

Spreads and mid quotes

Sort a 'timeSeries' by time stamps

End-of-Period series, stats, and benchmarks

Turning points of a time series

Runlengths of a time series

Conversion of an index to wealth

Financial returns

Check if an object is from class 'timeSeries'

Print 'timeSeries' objects

Exported internal functions

Plot 'timeSeries' objects

Cumulated column statistics

timeSeries-method-stats

Base R functions applied to 'timeSeries' objects

Mathematical operations on 'timeSeries'

Column statistics

Lag a 'timeSeries' object

Reorder column names of a time series

Linear filtering on a time series

aggregate-methods

Aggregate time series

Find longest contiguous stretch of non-NAs or check for NAs

orderStatistics

Order statistics

Rolling statistics

Methods for 'window' in package 'timeSeries'

Handle missing values in 'timeSeries' objects

DataPart,timeSeries-method

DataPart,timeSeries-method

Checks if a time series is regular

Cumulative row statistics

Get and set comments for 'timeSeries' objects

Smooths time series objects

Convert objects to/from class 'timeSeries'

Get and set optional attributes of a 'timeSeries'

timeSeries-class

Class 'timeSeries' in package timeSeries

Get and set Financial center of a 'timeSeries'

timeSeries-deprecated

Deprecated functions in 'timeSeries' package

Get and set the data component of a 'timeSeries'

Get and set time stamps of a 'timeSeries'

Get and set unit names of a 'timeSeries'

TimeSeriesClass

Create objects from class 'timeSeries'

Read a 'timeSeries' from a text file

Checks if a time series is univariate

Creates date and user information

Display the structure of 'timeSeries' objects

Difference a 'timeSeries' object

Reverse a 'timeSeries'

Bind 'timeSeries' objects by column or row

Apply functions over time windows

Resample 'timeSeries' objects

Attach a 'timeSeries' to the search path

Dimension and their names for 'timeSeries' objects

Sample ranks of a time series

timeSeries-package

Utilities and tools package

Merge 'timeSeries' objects