You can use read.zoo
from zoo
package to read directly you csv in a time series.
library(zoo)
fmt <- '%d-%b-%Y %H:%M'
## if data in file replace with this line:
## dat <- read.zoo("myfile.dat",header=TRUE,sep=',',tz='',format=fmt,index=0:1)
dat <- read.zoo(text='Date/Time,AT
01-Jan-2008 00:00,1
01-Jan-2008 01:00,2
01-Jan-2008 02:00,3
01-Jan-2008 03:00,4
01-Jan-2008 04:00,5
01-Jan-2008 05:00,4
01-Jan-2008 06:00,3
01-Jan-2008 07:00,2
01-Jan-2008 08:00,1
01-Jan-2008 09:00,2
01-Jan-2008 10:00,3
01-Jan-2008 11:00,4
01-Jan-2008 12:00,5',header=TRUE,sep=',',
tz='',
format=fmt, ## date format
index=0:1) ## rownames + first column
dat
2008-01-01 00:00:00 2008-01-01 01:00:00 2008-01-01 02:00:00 2008-01-01 03:00:00 2008-01-01 04:00:00 2008-01-01 05:00:00
1 2 3 4 5 4
2008-01-01 06:00:00 2008-01-01 07:00:00 2008-01-01 08:00:00 2008-01-01 09:00:00 2008-01-01 10:00:00 2008-01-01 11:00:00
3 2 1 2 3 4
2008-01-01 12:00:00
5
Of course you can convert the zoo object to ts one (even it is better to work with zoo and xts package for time series):
dat.ts <- ts(dat)