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In this chapter, we will introduce the R basics to time series object, with specific focus on three packages: timeSeries, xts, and zoo. Besides, we also explain how to use package JFE to download data from Fed, BIS, and Dr. French’s data library.

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Time Series Basics in R

  • 章节

  • 发表日期：

    2025年

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  • Tsung-wu Ho

摘要

In this chapter, we will introduce the R basics to time series object, with specific focus on three packages: timeSeries, xts, and zoo. Besides, we also explain how to use package JFE to download data from Fed, BIS, and Dr. French’s data library.