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astsa (version 1.12)

Applied Statistical Time Series Analysis

Description

Data sets and scripts to accompany Time Series Analysis and Its Applications: With R Examples (4th ed), by R.H. Shumway and D.S. Stoffer. Springer Texts in Statistics, 2017, , and Time Series: A Data Analysis Approach Using R. Chapman-Hall, 2019, .

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install.packages('astsa')

Monthly Downloads

6,357

Version

1.12

License

GPL-3

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Repository

https://github.com/nickpoison/astsa

Homepage

http://www.stat.pitt.edu/stoffer/tsa4/

Maintainer

Last Published

December 17th, 2020

Functions in astsa (1.12)

EM Algorithm for Time Invariant State Space Models

Basic False Discovery Rate

A Better Add Grid to a Plot

EM Algorithm for General State Space Models

Seismic Trace of Explosion number 6

Convert ARMA Process to Infinite AR Process

Hematocrit Levels

Seismic Trace of Earthquake number 5

Kalman Filter - Time Invariant Model

Platelet Levels

Kalman Filter - Model may be time varying or have inputs

Signal Extraction And Optimal Filtering

White Blood Cell Levels

Lagged Regression

AR with Missing Values

Plot and print ACF and PACF of a time series

Kalman Filter and Smoother - General model

Kalman Filter and Smoother - General model, may have correlated errors

U.S. Unemployment Rate

U.S. Monthly Live Births

Switching Filter (for Stochastic Volatility Models)

Plot and print ACF or PACF of a time series

Hard Drive Cost per GB

Monthly pneumonia and influenza deaths in the U.S., 1968 to 1978.

Cardiovascular Mortality from the LA Pollution study

Earthquake and Explosion Seismic Series

Daily Blood Work

Global mean land-ocean temperature deviations

Global mean land (only) temperature deviations to 2015

Nucleotide sequence - BNRF1 Epstein-Barr

Global mean land-ocean temperature deviations to 2015

Quarterly U.S. GNP

Quarterly Inflation

Simulated ARFIMA

Lake Shasta inflow data

Monthly price of a pound of chicken

Nucleotide sequence - BNRF1 of Herpesvirus saimiri

Quarterly Interest Rate

Recruitment (number of new fish index)

Dow Jones Industrial Average

Five Quarterly Economic Series

Global mean ocean temperature deviations - updated to 2017

Hawaiian occupancy rates

Returns of the New York Stock Exchange

Kalman Filter - Model may be time varying or have inputs or correlated errors

Particulate levels from the LA pollution study

Crude oil, WTI spot price FOB

Estimate Spectral Density of a Time Series from AR Fit

fMRI - complete data set

fMRI Data Used in Chapter 1

Lag Plot - one time series

Johnson and Johnson Quarterly Earnings Per Share

Monthly export price of salmon

SO2 levels from the LA pollution study

Speech Recording

Monthly Carbon Dioxide Levels at Mauna Loa

Infrasonic Signal from a Nuclear Explosion

Spectral Density of an ARMA Model

Kalman Filter and Smoother - Time invariant model without inputs

Applied Statistical Time Series Analysis

Poliomyelitis cases in US

Cross Correlation

Quarterly U.S. GDP

Lag Plot - two time series

Global mean land temperature deviations - updated to 2017

Southern Oscillation Index

Leading Indicator

Spatial Grid of Surface Soil Temperatures

Global Mean Surface Air Temperature Deviations

LA Pollution-Mortality Study

Temperature Profiles

Fit ARIMA Models

State Space Model

Univariate and Multivariate Spectral Estimation

Annual Varve Series

U.S. Unemployment

Weekly Growth Rate of the Standard and Poor's 500

Frequency Domain Stochastic Regression

Biannual Sunspot Numbers

Monthly Federal Reserve Board Production Index

ARIMA Forecasting

ARIMA Simulation

Multiplication of Two Polynomials

Temperatures from the LA pollution study

Time Series Plot