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astsa (version 1.0)

Applied Statistical Time Series Analysis

Description

Data sets and scripts for Time Series Analysis and Its Applications: With R Examples by Shumway and Stoffer, 3rd edition.

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Version

Install

install.packages('astsa')

Monthly Downloads

9,809

Version

1.0

License

GPL-2

Maintainer

David Stoffer

Last Published

June 21st, 2012

Functions in astsa (1.0)

EM1

EM Algorithm for General State Space Models

beamd

Infrasonic Signals from a Nuclear Explosion

Kfilter1

Kalman Filter - Model may be time varying or have inputs

bnrf1ebv

Nucleotide sequence of the BNRF1 gene of the Epstein-Barr virus

SigExtract

Signal Extraction And Optimal Filtering

EQ5

Seismic Trace of Earthquake number 5

PLT

Platelet Levels

ar1miss

Data for Problem 6.14 on page 403.

Ksmooth0

Kalman Filter and Smoother - Time invariant model without inputs

EXP6

Seismic Trace of Explosion number 6

econ5

Five Quarterly Economic Series

bnrf1hvs

Nucleotide sequence of the BNRF1 gene of the herpes virus saimiri

FDR

Basic False Discovery Rate

LagReg

Lagged Regression

gtemp2

Global Mean Surface Air Temperature Deviations

SVfilter

Switching Filter (for Stochastic Volatility Models)

climhyd

Lake Shasta infow data

cmort

Cardiovascular Mortality from the LA pollution study

gtemp

Global mean land-ocean temperature deviations

qinfl

Quarterly Inflation

WBC

White Blood Cell Levels

acf2

Plot and display ACF and PACF of a time series

soiltemp

Spatial Grid of Surface Soil Temperatures

sunspotz

Biannual Sunspot Numbers

birth

U.S. Monthly Live Births

gas

Gas Prices

oil

Crude oil, WTI spot price FOB

stoch.reg

Frequency Domain Stochastic Regression

sarima

Fit ARIMA Models

Kfilter2

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

Johnson and Johnson Quarterly Earnings Per Share

gnp

Quarterly U.S. GNP

prodn

Monthly Federal Reserve Board Production Index

flu

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

lead

Leading Indicator

so2

SO2 levels from the LA pollution study

astsa-package

Applied Statistical Time Series Analysis

Returns of the New York Stock Exchange

Kfilter0

Kalman Filter - Time Invariant Model

eqexp

Earthquake and Explosion Seismic Series

mvspec

Multivariate Spectral Estimation

lap

LA Pollution-Mortality Study

qintr

Quarterly Interest Rate

fmri1

fMRI Data Used in Chapter 1

HCT

Hematocrit Levels

Ksmooth1

Kalman Filter and Smoother - General model

speech

Speech Recording

soi

Southern Oscillation Index

tempr

Temperatures from the LA pollution study

part

Particulate levels from the LA pollution study

fmri

fMRI

lag2.plot

Lag Plot - two time series

unemp

U.S. Unemployment

lag1.plot

Lag Plot - one time series

rec

Recruitment (number of new fish)

salt

Salt Profiles

arma.spec

Spectral Density of an ARMA Model

EM Algorithm for Time Invariant State Space Models

Ksmooth2

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

ar1boot

Data used in Example 3.35 on page 137.