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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

45,100

Version

4031.107

License

GPL (>= 2)

Homepage

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

Maintainer

Georgi Boshnakov

Last Published

August 26th, 2023

Functions in timeSeries (4031.107)

Sample ranks of a time series

timeSeries-package

Utilities and tools package

Durations from a 'timeSeries'

Bind 'timeSeries' objects by column or row

Special monthly series

TimeSeriesSubsettings

Subsetting time series

Align a 'timeSeries' object to equidistant time stamps

Conversion of an index to wealth

Sort a 'timeSeries' by time stamps

Cumulated time series from returns

Exported internal functions

Start and end of a 'timeSeries'

Time series data sets

Calculations of drawdowns

Apply functions over time windows

Center and scale 'timeSeries' objects

Cumulated column statistics

Runlengths of a time series

Spreads and mid quotes

timeSeries-method-stats

Base R functions applied to 'timeSeries' objects

dummyTimeSeries

Create dummy time series

Transpose 'timeSeries' objects

Check if an object is from class 'timeSeries'

Get and set comments for 'timeSeries' objects

Turning points of a time series

Convert objects to/from class 'timeSeries'

Column statistics

Smooths time series objects

End-of-Period series, stats, and benchmarks

Cumulative row statistics

Financial returns

Mathematical operations on 'timeSeries'

Rolling statistics

Handle missing values in 'timeSeries' objects

Methods for 'window' in package 'timeSeries'

orderStatistics

Order statistics

Plot 'timeSeries' objects

Lag a 'timeSeries' object

Reorder column names of a time series

Get and set time stamps of a 'timeSeries'

Get and set the data component of a 'timeSeries'

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

Linear filtering on a time series

Checks if a time series is univariate

Print 'timeSeries' objects

aggregate-methods

Aggregate time series

Creates date and user information

DataPart,timeSeries-method

DataPart,timeSeries-method

Display the structure of 'timeSeries' objects

Read a 'timeSeries' from a text file

timeSeries-deprecated

Deprecated functions in 'timeSeries' package

TimeSeriesClass

Create objects from class 'timeSeries'

Get and set unit names of a 'timeSeries'

Checks if a time series is regular

timeSeries-class

Class 'timeSeries' in package timeSeries

Get and set optional attributes of a 'timeSeries'

Get and set Financial center of a 'timeSeries'

Merge 'timeSeries' objects

Resample 'timeSeries' objects

Attach a 'timeSeries' to the search path

Reverse a 'timeSeries'

Difference a 'timeSeries' object

Dimension and their names for 'timeSeries' objects