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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

55,307

Version

4032.109

License

GPL (>= 2)

Homepage

https://geobosh.github.io/timeSeriesDoc/ (doc)

Maintainer

Georgi Boshnakov

Last Published

January 14th, 2024

Functions in timeSeries (4032.109)

Dimension and their names for 'timeSeries' objects

Resample 'timeSeries' objects

Difference a 'timeSeries' object

Start and end of a 'timeSeries'

TimeSeriesSubsettings

Subsetting time series

End-of-Period series, stats, and benchmarks

Sample ranks of a time series

Financial returns

Transpose 'timeSeries' objects

Merge 'timeSeries' objects

Plot 'timeSeries' objects

Center and scale 'timeSeries' objects

Time series data sets

Print 'timeSeries' objects

Attach a 'timeSeries' to the search path

Bind 'timeSeries' objects by column or row

Handle missing values in 'timeSeries' objects

Conversion of an index to wealth

Apply functions over time windows

Cumulated time series from returns

Exported internal functions

Align a 'timeSeries' object to equidistant time stamps

Methods for 'window' in package 'timeSeries'

Get and set optional attributes of a 'timeSeries'

timeSeries-package

Utilities and tools package

Sort a 'timeSeries' by time stamps

Linear filtering on a time series

aggregate-methods

Aggregate time series

Runlengths of a time series

dummyTimeSeries

Create dummy time series

Durations from a 'timeSeries'

Get and set Financial center of a 'timeSeries'

Calculations of drawdowns

timeSeries-method-stats

Base R functions applied to 'timeSeries' objects

Turning points of a time series

Get and set unit names of a 'timeSeries'

Spreads and mid quotes

Cumulative row statistics

TimeSeriesClass

Create objects from class 'timeSeries'

Special monthly series

Check if an object is from class 'timeSeries'

Cumulated column statistics

Mathematical operations on 'timeSeries'

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

DataPart,timeSeries-method

DataPart,timeSeries-method

Convert objects to/from class 'timeSeries'

Get and set comments for 'timeSeries' objects

orderStatistics

Order statistics

Lag a 'timeSeries' object

Smooths time series objects

Creates date and user information

Rolling statistics

Checks if a time series is regular

Checks if a time series is univariate

Read a 'timeSeries' from a text file

timeSeries-class

Class 'timeSeries' in package timeSeries

Display the structure of 'timeSeries' objects

timeSeries-deprecated

Deprecated functions in 'timeSeries' package

Column statistics

Reorder column names of a time series

Get and set the data component of a 'timeSeries'

Get and set time stamps of a 'timeSeries'

Reverse a 'timeSeries'