library(timeSeries)
data1=read.csv("jq279.csv")
charvec =  as.character(data1$date)
data=data1[,-1]
ts = timeSeries(data, charvec)
ts
GMT
                AAA      BBB
1999-01-04 5.183552 4.719622
1999-01-05 5.232478 4.760414
1999-01-06 5.190846 4.753863
1999-01-07 5.242070 4.754698
1999-01-08 5.329947 4.839733
1999-01-11 5.363904 4.867717
1999-01-12 5.302887 4.801630
1999-01-13 5.234673 4.729084
1999-01-14 5.133983 4.616278
1999-01-15 5.195869 4.711544
1999-01-19 5.216287 4.741644
1999-01-20 5.247710 4.773606
1999-01-21 5.195798 4.724057
1999-01-22 5.139357 4.690843
1999-01-25 5.156704 4.690987
1999-01-26 5.169205 4.718034
1999-01-27 5.163927 4.705817
1999-01-28 5.143797 4.707344
1999-01-29 5.128176 4.711354
1999-01-31 5.127152 4.706683
1999-02-01 5.222584 4.766597
1999-02-02 5.280282 4.819302
1999-02-03 5.302079 4.830785

class(ts)
[1] "timeSeries"
attr(,"package")
[1] "timeSeries"

刚回来看到解答，多谢楼上

还有一个问题要请问，

如果是一般的ts，可以用window这个函数来截取部分日期。在这个package data中，怎样取一段数据呢？

谢谢，

自己顶一下