Time-Series Data manipulation

Can anybody suggest resources for time-series data manipulation. I'm not looking for time-series statistical analysis (e.g. ARIMA,Forcasting, etc). Instead, I want to extract a portion of data based on a time segment.

Thanks Dirk & Mohsen! @Dirk: I'll definitely try zoo. I heard that it's good for TS, but for some reason just slip out of my mind. @Mohsen: I didn't use decomposition method. But I tried stl, & it gives me lot of errors. I wish I can get more details on it.Also, I looked for the link that you provided me. But that is working on TS using other software. I don't have problem with statistical analysis with TS. But I'm having problem in TS data manipulation in R.

Also, majority of the time I deal with daily,weekly & monthly data. But the examples that I come across is yearly data. So, whn I try to replicate the examples in my dats set I get set I get lots of errors. i can't able to format the daily,weekly & monthly stats. E.g. I want the following code in weekly format. But when I put the date in "start" segment, it gives me error. That's why I'm looking for some resources which gives examples only on time-series data manipulation All kind of manipulation. Once I can extract required data in time-series fromat I can run statistical analysis.

data<-ts(data[,1],start=1956,freq=12)

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Question by (2/5/2011 4:34:05 PM)

Answer

Please look at the documentation of the zoo package which comprises a number of subsetting and aggregation operations.

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Related Topics  r  time-series
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