The ti (TimeIndex) and tis (Time Indexed Series) classes in the 
package provide an alternative to the somewhat inflexible ts class in the
standard R stats package. The tis class maps very closely to the FAME notion
of what a time series is.  

.Rprofile CONFIGURATION

Your .Rprofile should look something like this:

options(defaultPackages = c(getOption("defaultPackages"), "tis"))
.First.sys()
.First <- function(){
  options(error = quote(recover()), locatorBell = FALSE)
  ps.options(pointsize = 10)
  ## print startup message and finish
  cat(date(), " R started in", getwd(), "by", user(), "with search path\n")
  print(search())
}

The ordering of package loading is important. tis (this pkg) has new
implementations of some functions found in the stats and base packages, so it
must appear on the search() list ahead of them.  The standard .First.sys()
proceeds in order through the defaultPackages list, loading each package in
turn to the second position on the search list.  Putting tis last on the
defaultPackages list means it ends up in position 2 in front of the other packages.

.First.sys() loads the default packages.  Normally, the R startup sequence
runs .First.sys() only after it has run .First(), but this is backwards, since it
implies that code in .First() can not make use of the functionality supplied
by packages.  So run .First.sys() before running .First().

Setting Default Frequencies: 

Aping the FAME DBMS, tis has seven weekly frequencies for weeks ending on
Sunday, Monday, and it has 12 annual frequencies, for years ending on the last
day of each of the 12 months. There are also multiple biweekly, bimonthly and
semiannual frequencies.  
At any time you can use the function setDefaultFrequencies() to change which
actual frequencies the strings "weekly", "biweekly", "bimonthly",
"quarterly", "semiannual" and "annual" refer to.   

LAGS:

The lag(x, k) function says that a series lagged by a positive k starts
earlier.  The opposite is true for the Lag function in this package, to
maintain consistency with the common usage of 'first lag, second lag' and so
on in econometrics.
