title: How to store a matrix-valued time-series in R?
body: <p>I'm wondering what's the best option to store (and process) a multivariate (in particular matrixvalued) time-series in R.</p>
  
  <p>I have a large data frame which stores all the data as well as the time variable (in this case named <code>year</code>, as a column.)</p>
  
  <p>Here's what I could think of, but both options have their disadvantages:</p>
  
  <ol>
  <li><p>A list of dataframes, e.g. via <code>my.list[[i]] &lt;- my.df[,year==i]</code>, looping over <code>i=2008:2011</code>. However, I don't know how to extract, e.g. the univariate series of the entry in the upper left corner of all these list entries.</p></li>
  <li><p>As a <code>ts</code> object, but this would require transforming the matrix for a given year into a row vector, which might be a bit unwieldy to manipulate.</p></li>
  </ol>
  
  <p>Are there other, better ways to store a time series of matrices (or even data frames)?</p>