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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 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

41,508

Version

4030.106

License

GPL (>= 2)

Homepage

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

Maintainer

Georgi Boshnakov

Last Published

May 25th, 2023

Functions in timeSeries (4030.106)

Time series columns and rows

Attach a 'timeSeries' to the search path

Bind "timeSeries" objects by column or row

Reversion of a 'timeSeries'

Sample ranks of a time series

Difference a 'timeSeries' object

Resample 'timeSeries' objects

timeSeries-package

Utilities and tools package

Merge 'timeSeries' objects

Apply functions over time series periods

Transpose 'timeSeries' objects

Start and end of a 'timeSeries'

TimeSeriesSubsettings

Subsetting time series

Center and scale 'timeSeries' objects

Align a 'timeSeries' object to equidistant time stamps

Time series data sets

Cumulated time series from returns

Sort a 'timeSeries' by time stamps

dummyTimeSeries

Dummy time series

Special monthly series

Durations from a 'timeSeries'

End-of-Period series, stats, and benchmarks

Financial returns

Runlengths of a time series

Cumulated Column Statistics

Coercion and transformation to/from class 'timeSeries'

Turning points of a time series

Calculations of drawdowns

Conversion of an index to wealth

Exported internal functions

Linear filtering on a time series

SpecialDailySeries

Special daily time series

Lag a 'timeSeries' object

Spreads and mid quotes

Print 'timeSeries' objects

Smoothes time series objects

Model frames for time series objects

aggregate-methods

Aggregate time series

Find longest contiguous stretch of non-NAs

timeSeries-method-stats

Time Series Correlations

Column statistics

Plot a time series

Mathematical time series operations

timeSeries-deprecated

Deprecated functions in 'timeSeries' package

Cumulative column and row statistics

Rolling statistics

timeSeries-class

Class 'timeSeries' in package timeSeries

Read a 'timeSeries' from a text file

Check if an object is from class 'timeSeries'

orderStatistics

Order statistics

Get and set Financial center of a 'timeSeries'

Reorder column names of a time series

Creates date and user information

Get and set optional attributes of a 'timeSeries'

DataPart,timeSeries-method

DataPart,timeSeries-method

Checks if a time series is univariate

Get and set unit names of a 'timeSeries'

TimeSeriesClass

Create objects from class 'timeSeries'

Checks if a time series is regular

Get and set comments for 'timeSeries' objects

timeSeries object structure

Handling missing time series values

Get and set time stamps of a 'timeSeries'

Get and set the data component of a 'timeSeries'

Methods for 'window' in package 'timeSeries'