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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

46,920

Version

4052.112

License

GPL (>= 2)

Homepage

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

Maintainer

Georgi Boshnakov

Last Published

December 12th, 2025

Functions in timeSeries (4052.112)

TimeSeriesSubsettings

Subsetting time series

Time series data sets

Align a 'timeSeries' object to equidistant time stamps

Sort a 'timeSeries' by time stamps

Dimension and their names for 'timeSeries' objects

Transpose 'timeSeries' objects

Sample ranks of a time series

Bind 'timeSeries' objects by column or row

Resample 'timeSeries' objects

Merge 'timeSeries' objects

Start and end of a 'timeSeries'

Turning points of a time series

dummyTimeSeries

Create dummy time series

Durations from a 'timeSeries'

Calculations of drawdowns

Center and scale 'timeSeries' objects

Financial returns

Special monthly series

Conversion of an index to wealth

Exported internal functions

Plot 'timeSeries' objects

Runlengths of a time series

Spreads and mid quotes

Mathematical operations on 'timeSeries'

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

timeSeries-method-stats

Base R functions applied to 'timeSeries' objects

Column statistics

Check if an object is from class 'timeSeries'

aggregate-methods

Aggregate time series

orderStatistics

Order statistics

Smooths time series objects

Cumulated time series from returns

Linear filtering on a time series

Get and set comments for 'timeSeries' objects

Lag a 'timeSeries' object

End-of-Period series, stats, and benchmarks

Handle missing values in 'timeSeries' objects

Reorder column names of a time series

Print 'timeSeries' objects

Rolling statistics

Convert objects to/from class 'timeSeries'

Read a 'timeSeries' from a text file

Methods for 'window' in package 'timeSeries'

Get and set Financial center of a 'timeSeries'

Cumulated column statistics

Checks if a time series is regular

Get and set the data component of a 'timeSeries'

timeSeries-class

Class 'timeSeries' in package timeSeries

Cumulative row statistics

Get and set unit names of a 'timeSeries'

TimeSeriesClass

Create objects from class 'timeSeries'

Checks if a time series is univariate

DataPart,timeSeries-method

DataPart,timeSeries-method

Get and set time stamps of a 'timeSeries'

Get and set optional attributes of a 'timeSeries'

Display the structure of 'timeSeries' objects

Creates date and user information

timeSeries-deprecated

Deprecated functions in 'timeSeries' package

Apply functions over time windows

Attach a 'timeSeries' to the search path

timeSeries-package

Utilities and tools package

Reverse a 'timeSeries'

Difference a 'timeSeries' object