
A Discussion of Time Series Objects for R in Finance
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Are you working with R and Rmetrics in the field of finance? Then you will usually use either xts/zoo or timeSeries/timeDate as your preferred time series package of functions and methods to create and manage financial time series objects. Often you may have asked yourself how certain functions in one time series package compare to their counterparts in the other package. Does a given function fro...
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Are you working with R and Rmetrics in the field of finance? Then you will usually use either xts/zoo or timeSeries/timeDate as your preferred time series package of functions and methods to create and manage financial time series objects. Often you may have asked yourself how certain functions in one time series package compare to their counterparts in the other package. Does a given function fro...
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