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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

29,765

Version

4041.110

License

GPL (>= 2)

Homepage

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

Maintainer

Georgi Boshnakov

Last Published

September 16th, 2024

Functions in timeSeries (4041.110)

Transpose 'timeSeries' objects

Time series data sets

Calculations of drawdowns

Center and scale 'timeSeries' objects

TimeSeriesSubsettings

Subsetting time series

Sort a 'timeSeries' by time stamps

Start and end of a 'timeSeries'

dummyTimeSeries

Create dummy time series

Durations from a 'timeSeries'

Financial returns

End-of-Period series, stats, and benchmarks

Special monthly series

Conversion of an index to wealth

Exported internal functions

Spreads and mid quotes

Turning points of a time series

Cumulated time series from returns

Align a 'timeSeries' object to equidistant time stamps

Check if an object is from class 'timeSeries'

Runlengths of a time series

orderStatistics

Order statistics

Cumulative row statistics

Plot 'timeSeries' objects

Mathematical operations on 'timeSeries'

Smooths time series objects

Convert objects to/from class 'timeSeries'

Get and set comments for 'timeSeries' objects

timeSeries-class

Class 'timeSeries' in package timeSeries

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

timeSeries-method-stats

Base R functions applied to 'timeSeries' objects

Lag a 'timeSeries' object

Get and set time stamps of a 'timeSeries'

Display the structure of 'timeSeries' objects

Creates date and user information

Get and set the data component of a 'timeSeries'

timeSeries-deprecated

Deprecated functions in 'timeSeries' package

Cumulated column statistics

Linear filtering on a time series

DataPart,timeSeries-method

DataPart,timeSeries-method

Rolling statistics

aggregate-methods

Aggregate time series

Checks if a time series is regular

Print 'timeSeries' objects

Get and set Financial center of a 'timeSeries'

Get and set optional attributes of a 'timeSeries'

Checks if a time series is univariate

Reorder column names of a time series

Handle missing values in 'timeSeries' objects

Methods for 'window' in package 'timeSeries'

Column statistics

Read a 'timeSeries' from a text file

TimeSeriesClass

Create objects from class 'timeSeries'

Get and set unit names of a 'timeSeries'

Resample 'timeSeries' objects

Attach a 'timeSeries' to the search path

Merge 'timeSeries' objects

Reverse a 'timeSeries'

Bind 'timeSeries' objects by column or row

Sample ranks of a time series

Dimension and their names for 'timeSeries' objects

Apply functions over time windows

Difference a 'timeSeries' object

timeSeries-package

Utilities and tools package