Re: [R] time-series statistics collection

2012-06-01 Thread Pierre Antoine DuBoDeNa
Great thanks. If anyone else have an idea of statistics that can represent different aspects of time-series please let me know. -- Hello, I am trying to collect several global measures or statistics for time-series as well as packages of R that can compute them. I have found several of them in p

Re: [R] time-series statistics collection

2012-06-01 Thread Nicolas Iderhoff
One of the most important concepts is most certainly Stationarity (see “unit root test"). the most common r-package will be: tseries. see: Brockwell/Davis (2006): Time Series: Theory and Models. Brockwell/Davis (2002): Introduction to Time Series and Forecasting. Cowpertwait/Metcalfe (2009): Intr

[R] time-series statistics collection

2012-06-01 Thread Pierre Antoine DuBoDeNa
> > Hello, > > I am trying to collect several global measures or statistics for > time-series as well as packages of R that can compute them. I have found > several of them in papers and books, but the literature is so big i am sure > i am missing several of them. > > skewness > kurtosis > min > ma

[R] time-series statistics collection

2012-05-31 Thread Pierre Antoine DuBoDeNa
Hello, I am trying to collect several global measures or statistics for time-series as well as packages of R that can compute them. I have found several of them in papers and books, but the literature is so big i am sure i am missing several of them. skewness kurtosis min max mean SD trend season