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Basic time series library

1 message · Martyn Plummer

#
A small package called "bats" is now available in the "Devel" directory
of CRAN.  This contains time series functions  which are not wholly
unlike the ones found in S-PLUS

It currently does 
- Autocorrelation function estimation (acf, plot.acf)
- Spectral density estimation (spec.pgram, plot.spec)
- Autoregressive modelling (ar.yw)
All the functions handle multivariate time series.

Testing and feedback would be most welcome.

Martyn
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