Preliminary time-series package for R
======================================

This is a preliminary version of a time-series package.

Functions in base R:
-------------------

ts		Create a (univariate or multivariate) ts object
[.ts		Subsetting method for ts objects.
as.ts, is.ts	Coercion and membership functions
plot, lines,  print	methods

cbind.ts	cbind method for time series (aligns time bases)
na.omit.ts	na.omit method for time series: omits at ends only
Ops.ts		arithmetic (such as + - * /) for time series

aggregate	Computes summaries (e.g. sum) over disjoint time intervals
diff		Lagged differences of a time series
end		Time of last observation
frequency	Number of observations per unit of time
deltat		Return time interval between observations
time		Create time series giving the times of observations
cycle		Create time series giving the positions in a cycle 
		   of a time series
start		Time of first observation
tsp, tsp<-	Get and set time-series attributes
window		Subset to a time window


Functions in package ts:
-----------------------

acf		Autocovariance and autocorrelation function
ar		Wrapper for autoregression estimation functions
ar.burg		Estimate autoregression model by Burg's method
ar.ols		Estimate autoregression model by ordinary least squares
ar.mle		Estimate autoregression model by maximum likelihood
ar.yw		Estimate autoregression model by solving Yule-Walker equations
arima0		ARIMA modelling -- provisional version
Box.test	Box-Pierce and Ljung-Box tests of independence
ccf		Cross-covariance and cross-correlations for two series
cpgram		Plot cumulative periodogram of univariate time series
diffinv		Discrete integration, the inverse of diff()
embed		Embedding a time series
filter		Linear filtering on a time series
kernapply	Apply kernel smoothers
kernel		Smoothing kernel objects (and (modified) Daniell, Fejer and 
		   Dirichlet kernels)
lag		Compute lagged version of time series
na.contiguous	Find longest contiguous stretch of non-NAs
pacf		Partial autocorrelation function
plot.acf	Plot autocorrelation function
plot.spec	Plot spectral density estimate, coherency and phase.
PP.test		Phillips-Perron test for unit roots
predict		methods for ar and arima0
spec.ar		Estimate spectral density by autoregression
spec.pgram	Estimate spectral density from periodogram
spec.taper	Taper by cosine bell
spectrum	Wrapper for spectral density estimation functions
stl		Seasonal decomposition using loess
toeplitz	Generate Toeplitz matrix
ts.intersect	Bind time series as multivariate ts over the common time base
ts.plot		Plot several time series with different time bases
ts.union	Bind time series as multivariate ts over their total time base

In some cases the visual output will closer to that of S(-PLUS) if
options(ts.S.compat=TRUE) has been set.


Datasets in base R:
------------------

airmiles	Passenger-Miles on US Airlines 1937-1960
co2		Moana Loa Atmospheric CO2 Concentrations
nhtemp		Yearly Average Temperatures in New Haven CT
presidents	Quarterly Approval Ratings for US Presidents
sunspots	Monthly Mean Relative Sunspot Numbers 1749-1983
uspop		Populations Recorded by the US Census


Datasets in package ts:
----------------------

beavers		time series of body temperatures of two beavers
BJsales		sales data with leading indicator from Box & Jenkins
EuStockMarkets	daily closing prices of major European stock indices, 1991-8
LakeHuron	level of Lake Huron 1875-1972
lh		dataset on luteinizing hormone from Diggle (1990)
lynx		Annual Canadian Lynx trappings 1821-1934
nottem		monthly time-series of temperatures in Nottingham, 1920-1939
sunspot		yearly sunspot data, 1700-1988
		monthly sunspot data, 1749-1997
treering	yearly tree ring data, -6000-1979
UKDriverDeaths	time series on UK road deaths of drivers from Harvey (1989)
UKLungDeaths	time-series on UK lung deaths 1974-9 from Diggle (1990)
USAccDeaths	US accidental deaths 1973-8
