Hi, I am trying to run several types of time series/statistical analysis on large data sets of irregularly spaced time series. So far I have been playing around with zoo, but for large data sets I run into memory problems. Is there any package that offers support for such analysis? Or you think bigmemory and ff packages would be the appropriate ones after some manipulation of my time series data? Stuff that I am trying to do is fitting VAR models, fitting univariate and multivariate GARCH models, construct large correlation matrices (say 5000 time series each having 6000 observations) etc. -- View this message in context: http://r.789695.n4.nabble.com/large-data-sets-of-irregular-time-series-tp4423642p4423642.html Sent from the R help mailing list archive at Nabble.com.