Time Series from 'S-PLUS'
Time Series and Signal Interpolation and Alignment
Base Class for Time Series and Signals
signalSeries Class
Calendar Time Series Class
High, Low, Open, and Close Calculation
Uniform Rectangular Data Functions
Positions of series Objects
Speech Signal
Time Series and Signal Aggregation
SeriesData of series Objects
Time Series Lag/Lead Function
Length of a timeSeries
Create a Shifted Time Series
Create a signalSeries object
Treasury Bill Auction Rates
Create a timeSeries Object
Merging for Time Series and Signals
Update Old ts Objects
Positions Object Union With Tolerance
A collection of classes and methods for working with indexed rectangular data. The index values can be calendar (timeSeries class) or numeric (signalSeries class). Methods are included for aggregation, alignment, merging, and summaries. The code was originally available in 'S-PLUS'.
Useful links