Hi the list, I did not find what I was looking for in archives, thus I decide to send this mail. I would like to do a regression on this kind of dataset where s1 et s2 are values of the same variable: time 0 15 60 240 s1 A1 B1 C1 D1 s2 A2 B2 C1 D2 I tryed in vain to use the ts package but it seems I am not able to create a ts object with my dataframe. In advance thank a lot Greg