[R] Could someone recommend a package for time series?

jpm miao miaojpm at gmail.com
Mon Sep 29 11:05:50 CEST 2014


   I've not used R for about one year and don't know well about the updates
on the time series-related package.

  My primary job is to do economic/financial time series data analysis -
annual, monthly, daily, etc. I usually read data by the package
"XLConnect", which can read xls or xlsx files directly. It's excellent.
However I can't find a package to manipulate time series data. For example,
I just want to do an easy manipulation , e.g, to label the dates of the
data from , say, 1991M10 to 2014M07, and then extract part of the data,
say, 2005M01 to 2010M12 and do analysis. Is there any package work well for
my purpose?

  I sometimes need to aggregate monthly data to quarterly data and I find
"aggregate" function helpful.

  In the past I used packages xts, zoo and don't find it really user
friendly. Maybe I haven't mastered it; maybe there're some updates (which I
don't know) now. Could someone recommend a package or provide an example
(or just the document, I can read it) for my purpose?

   Attached is an exemplary data set I talked about.



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