Learn R Programming

⚠️There's a newer version (2.1) of this package.Take me there.

astsa (version 1.9)

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, .

Copy Link

Version

Install

install.packages('astsa')

Monthly Downloads

10,331

Version

1.9

License

GPL-3

Issues

Pull Requests

Stars

Forks

Repository

https://github.com/nickpoison/astsa

Homepage

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

Maintainer

Last Published

May 8th, 2019

Functions in astsa (1.9)

Nucleotide sequence - BNRF1 Epstein-Barr

Kalman Filter and Smoother - General model

Hematocrit Levels

Nucleotide sequence - BNRF1 of Herpesvirus saimiri

Earthquake and Explosion Seismic Series

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

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

Monthly price of a pound of chicken

Lake Shasta inflow data

Quarterly U.S. GNP

Global mean land-ocean temperature deviations

Global mean land-ocean temperature deviations to 2015

Lagged Regression

Convert ARMA Process to Infinite AR Process

Plot and print ACF and PACF of a time series

EM Algorithm for Time Invariant State Space Models

Monthly export price of salmon

Platelet Levels

AR with Missing Values

U.S. Monthly Live Births

Daily Blood Work

Hawaiian occupancy rates

Global mean ocean temperature deviations - updated to 2017

Global mean land (only) temperature deviations to 2015

Particulate levels from the LA pollution study

fMRI - complete data set

Switching Filter (for Stochastic Volatility Models)

fMRI Data Used in Chapter 1

EM Algorithm for General State Space Models

Monthly Federal Reserve Board Production Index

Basic False Discovery Rate

Seismic Trace of Earthquake number 5

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

White Blood Cell Levels

Cardiovascular Mortality from the LA Pollution study

Plot and print ACF of a time series

Hard Drive Cost per GB

Kalman Filter and Smoother - Time invariant model without inputs

Johnson and Johnson Quarterly Earnings Per Share

Southern Oscillation Index

Spatial Grid of Surface Soil Temperatures

U.S. Unemployment

A Better Add Grid to a Plot

Simulated ARFIMA

Kalman Filter - Time Invariant Model

Lag Plot - one time series

Spectral Density of an ARMA Model

Monthly Carbon Dioxide Levels at Mauna Loa

Cross Correlation Plot

Quarterly Inflation

Recruitment (number of new fish index)

Annual Varve Series

Dow Jones Industrial Average

Five Quarterly Economic Series

Lag Plot - two time series

LA Pollution-Mortality Study

Quarterly Interest Rate

Kalman Filter - Model may be time varying or have inputs

Returns of the New York Stock Exchange

Crude oil, WTI spot price FOB

Weekly Growth Rate of the Standard and Poor's 500

Speech Recording

Temperature Profiles

Frequency Domain Stochastic Regression

Biannual Sunspot Numbers

Signal Extraction And Optimal Filtering

Fit ARIMA Models

U.S. Unemployment Rate

Quarterly U.S. GDP

ARIMA Forecasting

SO2 levels from the LA pollution study

Global Mean Surface Air Temperature Deviations

Global mean land temperature deviations - updated to 2017

State Space Model

Leading Indicator

Univariate and Multivariate Spectral Estimation

Temperatures from the LA pollution study

Time Series Plot

Seismic Trace of Explosion number 6

Applied Statistical Time Series Analysis

Infrasonic Signal from a Nuclear Explosion