Question

for working with financial time series, like daily stock prices or intraday data, which time series packages are preferred? xts, plain zoo, or timeSeries or something else? I use both xts and zoo, but sometimes not sure to use xts exclusively or sometimes zoo have advantage of lighter overhead; also, I remembered a review paper on all these packages by Rmetrics, which claims that xts cannot even finish some tests they did. But I cannot find the paper now.

Answer 1

我对xts和表示高兴。

没有任何东西迫使你只使用。 zoo是较年长的,有些包裹对它进行接口,而不是xts 。 But xts 延期可提供额外功能(例如索引),使其成为有效的选择。

其他民俗可能完全乐于Rmets。这一切都取决于并且在某种程度上是个人偏好的问题。

Answer 2

我本人将zoo作为我的缺席选择,因为我感觉这是社区使用的最常见时间序列。

我认为,动物和动物都是很好的选择。他们在社区中是众所周知的。

There are even more time series classes available apart from xts and zoo. See also Task View Time Series. But I myself try to stay away from too exotic time series classes except I need the particular features. This makes it easier for others to understand the code.

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