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Dear friends. I just downloaded tseries dated 27.10.99 (from Aalborg, Denmark) and it seems it lacked something, library ts was not available ? 

What to do ?

library(tseries)

Loading required package: ts 
Warning: There is no package called `ts'

You need to be using R-0.65.1 (or 0.65.0, but that was never officially
released for Windows, and I recall you are a Windows user). ts is a
`standard' package that is part of the R distribution. We do recommend
upgrading to rw0651: there are lots of bug fixes.

If perchance you are using 0.65.1, please let me have more details!

The DESCRIPTION file might help:

Package: tseries
Version: 0.3-0
Author: Compiled by Adrian Trapletti <A.Trapletti at ci.tuwien.ac.at>.
Description: Library for time series analysis
Depends: package ts (included in the R release), white.test needs package 
         mva, 
         portfolio.optim needs package quadprog, get.hist.quote needs 
         package chron.
...

and congratulations to Adrian on being so comprehensive in the
information given.

Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272860 (secr)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

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