There is a new CRAN Task View for Time Series Analysis covering 68
packages on CRAN that provide time series functionality and data.
Check it out at
  http://cran.r-project.org/web/views/TimeSeries.html

Base R ships with a lot of functionality useful for time series, in
particular in the stats package. This is complemented by many packages
on CRAN, which are briefly summarized in this task view.

To automatically install all time series packages, use the following commands.
  install.packages("ctv")
  library("ctv")
  install.views("TimeSeries")

If you only want the core time series packages (i.e., forecast,
tseries and zoo), replace the last line with
  install.views("TimeSeries",core=TRUE)

Best wishes,
Rob

_____________________________
Rob J Hyndman
Professor of Statistics, Monash University
Editor-in-Chief, International Journal of Forecasting
http://www.robjhyndman.com/

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