There is now an official CRAN Task View for Time Series. This will replace my earlier list of time series packages for R, and provide a more visible and useful entry point for people wanting to use R for time series analysis. If I have missed anything on the list, please let me know.
- Finding an R function
- Batch forecasting in R
- Econometrics and R
- R help links
- Time Series Data Library now on DataMarket