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

Pascal Oettli kridox at ymail.com
Mon Sep 29 11:10:57 CEST 2014

Hi Miao,

You certainly will find useful answers here :

Pascal Oettli

On Mon, Sep 29, 2014 at 6:05 PM, jpm miao <miaojpm at gmail.com> wrote:
> Hi,
>    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.
>    Thanks,
> Miao
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Pascal Oettli
Project Scientist
Yokohama, Japan

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