The R Project SVN R

EPreliminary time-series package for R
======================================

This is a preliminary version of a time-series package.

Functions in base R:
-------------------

ts      Create a (univariate or multivariate) ts object
[.ts        Subsetting method for ts objects.
as.ts, is.ts    Coercion and membership functions
plot, lines,  print methods

aggregate   Computes summaries (e.g. sum) over disjoint time intervals
diff        Lagged differences of a time series
end     Time of last observation
frequency   Number of observations per unit of time
deltat      Return time interval between observations
time        Create time series giving the times of observations
cycle       Create time series giving the positions in a cycle 
           of a time series
start       Time of first observation
tsp, tsp<-  Get and set time-series attributes
window      Subset to a time window


Functions in package ts:
-----------------------

acf     Autocovariance and autocorrelation function
ar      Wrapper for autoregression estimation functions
ar.burg     Estimate autoregression model by Burg's method
ar.ols      Estimate autoregression model by ordinary least squares
ar.mle      Estimate autoregression model by maximum likelihood
ar.yw       Estimate autoregression model by solving Yule-Walker equations
arima0      ARIMA modelling -- provisional version
Box.test    Box-Pierce and Ljung-Box tests of independence
cbind.ts    cbind method for time series (aligns time bases)
ccf     Cross-covariance and cross-correlations for two series
cpgram      Plot cumulative periodogram of univariate time series
diffinv     Discrete integration, the inverse of diff()
embed       Embedding a time series
filter      Linear filtering on a time series
kernapply   Apply kernel smoothers
kernel      Smoothing kernel objects (and (modified) Daniell, Fejer and 
           Dirichlet kernels)
lag     Compute lagged version of time series
na.contiguous   Find longest contiguous stretch of non-NAs
na.omit.ts  na.omit method for time series: omits at ends only
Ops.ts      arithmetic (such as + - * /) for time series
pacf        Partial autocorrelation function
plot.acf    Plot autocorrelation function
plot.spec   Plot spectral density estimate, coherency and phase.
PP.test     Phillips-Perron test for unit roots
predict     methods for ar and arima0
spec.ar     Estimate spectral density by autoregression
spec.pgram  Estimate spectral density from periodogram
spec.taper  Taper by cosine bell
spectrum    Wrapper for spectral density estimation functions
stl     Seasonal decomposition using loess
toeplitz    Generate Toeplitz matrix
ts.intersect    Bind time series as multivariate ts over the common time base
ts.plot     Plot several time series with different time bases
ts.union    Bind time series as multivariate ts over their total time base

In some cases the visual output will closer to that of S(-PLUS) if
options(ts.S.compat=TRUE) has been set.


Datasets in base R:
------------------

airmiles    Passenger-Miles on US Airlines 1937-1960
co2     Moana Loa Atmospheric CO2 Concentrations
nhtemp      Yearly Average Temperatures in New Haven CT
presidents  Quarterly Approval Ratings for US Presidents
sunspots    Monthly Mean Relative Sunspot Numbers 1749-1983
uspop       Populations Recorded by the US Census


Datasets in package ts:
----------------------

beavers     time series of body temperatures of two beavers
BJsales     sales data with leading indicator from Box & Jenkins
EuStockMarkets  daily closing prices of major European stock indices, 1991-8
LakeHuron   level of Lake Huron 1875-1972
lh      dataset on luteinizing hormone from Diggle (1990)
lynx        Annual Canadian Lynx trappings 1821-1934
nottem      monthly time-series of temperatures in Nottingham, 1920-1939
sunspot     yearly sunspot data, 1700-1988
        monthly sunspot data, 1749-1997
treering    yearly tree ring data, -6000-1979
UKDriverDeaths  time series on UK road deaths of drivers from Harvey (1989)
UKLungDeaths    time-series on UK lung deaths 1974-9 from Diggle (1990)
USAccDeaths US accidental deaths 1973-8