Rolling statistics : Moving averages are computed by ma from forecast, and rollmean from zoo.Hence, it is particularly well-suited for annual, monthly, quarterly data, etc.
Dfind finance series#
The fundamental class is "ts" that can represent regularly spaced time series (using numeric time stamps).
The packages in this view can be roughly structured into the following topics. There is overlap between the tools for time series and those designed for specific domains including Econometrics, Finance and Environmetrics. This is complemented by many packages on CRAN, which are briefly summarized below. See the CRAN Task View Initiative for more details.īase R ships with a lot of functionality useful for time series, in particular in the stats package. For example, ctv::install.views("TimeSeries", coreOnly = TRUE) installs all the core packages or ctv::update.views("TimeSeries") installs all packages that are not yet installed and up-to-date. The packages from this task view can be installed automatically using the ctv package. For further details see the Contributing guide. Suggestions and improvements for this task view are very welcome and can be made through issues or pull requests on GitHub or via e-mail to the maintainer address.
CRAN Task View: Time Series Analysis CRAN Task View: Time Series Analysis Maintainer:
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