astsa — applied statistical time series analysis

... more than just data ... it's a palindrome


... astsa includes data sets and scripts for analyzing time series in both the frequency and time domains including state space modeling as well as supporting the Springer text, Time Series Analysis and Its Applications: With R Examples and the Chapman & Hall text Time Series: A Data Analysis Approach using R.

  • Note: scripts and data sets starting with x will be phased out eventually. Old code will run by adding an x; e.g., xKfilter1(...) instead of Kfilter1().

We do not always push the latest version of the package to CRAN, but the latest working version of the package will always be at Github.

  • The ROAD MAP is a good place to start to find all the links to the webpages for the texts and some help on using R for time series analysis.

  • See the NEWS for further details about the state of the package, how to install the latest version, and the changelog.

  • A list of data sets, scripts, and demonstrations of the capabilities of astsa can be found at

FUN WITH ASTSA... it's more fun than high school.

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Install

install.packages('astsa')

Monthly Downloads

10,403

Version

2.1

License

GPL-3

Maintainer

Last Published

January 10th, 2024

Functions in astsa (2.1)