timeSeries

Utilities and Tools Package

Apply Functions Over Time Series Periods

Attach a timSeries to the search path

Bind two timeSeries objects

diff

Time Series Columns and Rows

Merges two 'timeSeries' objects

Sample Ranks of a Time Series

Reversion of a 'timeSeries'

sample

scale

Sorting a 'timeSeries' by Time Stamps

Start and End of a 'timeSeries'

Subsettig Time Series

timeSeries Transpose

Time Series Data Sets

timeSeries Class, Functions and Methods

Cumulated Time Series from Returns

Special Daily Time Series

Calculations of Drawdowns

Durations from a Time Series

Special Monthly Series

End-of-Period Series, Stats, and Benchmarks

Financial Returns

Runlengths of a Time Series

splits

Spreads and Mid Quotes

Turning Points of a Time Series

Conversion of an index to wealth

timeSeries Class, Coercion and Transformation

Methods for 'timeSeries' object

comment for timeSeries objects

timeSeries Class, Coercion and Transformation

Mathematical Time Series Operations

Plot a Time Series

Print a Time Series

Time Series Correlations

Cumulated Column Statistics

Column Statistics

Reorder Column Names of a Time Series

order Statistics

Rolling Statistics

Cumulated Column Statistics

Smoothes Time Series Objects

timeSeries Class, Functions and Methods

Linear Filtering on a Time Series

Lag a Time Series

Model Frames for Time Series Objects

Find Longest Contiguous Stretch of non-NAs

Handling Missing Time Series Values

window

timeSeries Class

Deprecated functions in timeSeries package

DataPart,timeSeries-method

Checks if a time series is regular

Checks if a Time Series is Univariate

Reads a 'timeSeries' from a File

Get and Set Optional Attributes of a 'timeSeries'

Get and Set Financial Center of a 'timeSeries'

Get and Set Data of a 'timeSeries'

Get and Set Time stamps of a 'timeSeries'

Get and Set Unit Names of a 'timeSeries'

Creates Date and User Information

timeSeries Object Structure