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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

45,365

Version

4041.111

License

GPL (>= 2)

Homepage

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

Maintainer

Georgi Boshnakov

Last Published

September 22nd, 2024

Functions in timeSeries (4041.111)

Dimension and their names for 'timeSeries' objects

Bind 'timeSeries' objects by column or row

Sample ranks of a time series

Center and scale 'timeSeries' objects

Merge 'timeSeries' objects

Conversion of an index to wealth

Start and end of a 'timeSeries'

Apply functions over time windows

Sort a 'timeSeries' by time stamps

End-of-Period series, stats, and benchmarks

Financial returns

TimeSeriesSubsettings

Subsetting time series

Align a 'timeSeries' object to equidistant time stamps

Spreads and mid quotes

Turning points of a time series

Transpose 'timeSeries' objects

Calculations of drawdowns

dummyTimeSeries

Create dummy time series

Check if an object is from class 'timeSeries'

Exported internal functions

Mathematical operations on 'timeSeries'

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

Cumulated column statistics

Lag a 'timeSeries' object

timeSeries-method-stats

Base R functions applied to 'timeSeries' objects

Column statistics

Time series data sets

Cumulated time series from returns

Runlengths of a time series

aggregate-methods

Aggregate time series

Linear filtering on a time series

Checks if a time series is univariate

Get and set optional attributes of a 'timeSeries'

Get and set Financial center of a 'timeSeries'

Cumulative row statistics

Durations from a 'timeSeries'

Get and set comments for 'timeSeries' objects

Read a 'timeSeries' from a text file

Convert objects to/from class 'timeSeries'

Methods for 'window' in package 'timeSeries'

Handle missing values in 'timeSeries' objects

Smooths time series objects

Get and set unit names of a 'timeSeries'

timeSeries-class

Class 'timeSeries' in package timeSeries

TimeSeriesClass

Create objects from class 'timeSeries'

Print 'timeSeries' objects

Plot 'timeSeries' objects

Special monthly series

Get and set the data component of a 'timeSeries'

orderStatistics

Order statistics

Rolling statistics

timeSeries-deprecated

Deprecated functions in 'timeSeries' package

DataPart,timeSeries-method

DataPart,timeSeries-method

Get and set time stamps of a 'timeSeries'

Reorder column names of a time series

Checks if a time series is regular

Display the structure of 'timeSeries' objects

Creates date and user information

Difference a 'timeSeries' object

Reverse a 'timeSeries'

Resample 'timeSeries' objects

Attach a 'timeSeries' to the search path

timeSeries-package

Utilities and tools package