Seismic Trace of Earthquake number 5
Canadian Lynx
Multivariate El Nino/Southern Oscillation Index (version 1)
Plot and print ACF or PACF of a time series
ACF and CCF for Multiple Time Series
Simulated ARFIMA
Bootstrap Distribution of AR Model Parameters
Plot and print ACF and PACF of a time series
Spectral Density of an ARMA Model
Month Labels
Platelet Levels
Monthly Carbon Dioxide Levels at Mauna Loa
Cross Correlation
Fit Bayesian Stochastic Volatility Model
Bartlett Kernel
Quarterly U.S. GDP - updated to 2023
Earthquake and Explosion Seismic Series
autoParm - Structural Break Estimation Using AR Models
Stochastic Volatility Model with Feedback via MLE
AR with Missing Values
Signal Extraction And Optimal Filtering
Quarterly U.S. GNP - updated to 2023
U.S. Population - 1900 to 2010
Infrasonic Signal from a Nuclear Explosion
autoSpec - Changepoint Detection of Narrowband Frequency Changes
Detrend a Time Series
U.S. Monthly Live Births
Forward Filtering Backward Sampling
Fit Bayesian AR Model
Monthly price of a pound of chicken
Dow Jones Industrial Average
Daily Blood Work with Missing Values
Quarterly U.S. GDP
Lake Shasta inflow data
Quarterly U.S. GNP
Lag Plot - two time series
Crude oil, WTI spot price FOB
fMRI Data Used in Chapter 1
Fit ARIMA Models
astsa color palette with transparency
Hawaiian occupancy rates
LA Pollution-Mortality Study
Nucleotide sequence - BNRF1 Epstein-Barr
U.S. Unemployment Rate
Global mean ocean temperature deviations, 1850-2023
fMRI - complete data set
Applied Statistical Time Series Analysis (more than just data)
White Blood Cell Levels
Temperatures from the LA pollution study
Monthly pneumonia and influenza deaths in the U.S., 1968 to 1978.
Nucleotide sequence - BNRF1 of Herpesvirus saimiri
Cardiovascular Mortality from the LA Pollution study
ARIMA Forecasting
Particulate levels from the LA pollution study
Gas Prices
Hard Drive Cost per GB
Salt Profiles
State Space Model
SO2 levels from the LA pollution study
Southern Oscillation Index
Temperature Profiles
Poliomyelitis cases in US
Sales
EM Algorithm for General State Space Models - This script has been superseded by EM
.
Test Linearity of a Time Series via Normalized Bispectrum
Multiplication of Two Polynomials
Kalman Filter - This script has been superseded by Kfilter
Quarterly Inflation
Convert DNA Sequence to Indicator Vectors
Powers of a Square Matrix
Leading Indicator
Global mean land and open ocean temperature deviations, 1850-2023
Global mean land temperature deviations, 1850-2023
Kalman Filter and Smoother - This script has been superseded by Ksmooth
Switching Filter (for Stochastic Volatility Models) - This script is now part of SV.mle
Estimate Spectral Density of a Time Series from AR Fit
Biannual Sunspot Numbers
Monthly Federal Reserve Board Production Index
Monthly export price of salmon
Variable Star
Frequency Domain Stochastic Regression
Weekly Growth Rate of the Standard and Poor's 500
Five Quarterly Economic Series
ARIMA Simulation
Returns of the New York Stock Exchange
Johnson and Johnson Quarterly Earnings Per Share
Spatial Grid of Surface Soil Temperatures
Quarterly Interest Rate
Lag Plot - one time series
Univariate and Multivariate Spectral Estimation
Recruitment (number of new fish index)
Scatterplot with Marginal Histograms
Sleep State and Movement Data - Group 1
Speech Recording
Kalman Filter and Smoother - This script has been superseded by Ksmooth
U.S. Unemployment
SCRIPTS MARKED WITH AN 'x' ARE SCHEDULED TO BE PHASED OUT
Superseded by gtemp_land
- Global mean land temperature deviations.
Spectral Envelope
Superseded by gtemp_both
- Global mean land-ocean temperature deviations.
Sleep State and Movement Data - Group 2
Superseded by gtemp_land
- Global Mean Surface Air Temperature Deviations
Superseded by gtemp_both
- Global mean land-ocean temperature deviations.
Annual Varve Series
Kalman Filter and Smoother - This script has been superseded by Ksmooth
EM Algorithm for Time Invariant State Space Models - This script has been superseded by EM
.
Returns of the S&P 500
Kalman Filter - This script has been superseded by Kfilter
.
Estimate Trend
Kalman Filter - This script has been superseded by Kfilter
.
Time Series Plot
Seismic Trace of Explosion number 6
EQ Counts
Basic False Discovery Rate
A Better Add Grid to a Plot
Effective Sample Size (ESS)
Snowshoe Hare
Lagged Regression
Entire Epstein-Barr Virus (EBV) Nucleotide Sequence
Quick Kalman Filter
EM Algorithm for State Space Models
El Nino - Southern Oscillation Index
Daily Returns of Three Banks
Quick Kalman Smoother
Convert ARMA Process to Infinite AR Process
Hematocrit Levels