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astsa (version 1.1)

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

9,203

Version

1.1

License

GPL-2

Maintainer

David Stoffer

Last Published

July 16th, 2012

Functions in astsa (1.1)

Kfilter0

Kalman Filter - Time Invariant Model

SVfilter

Switching Filter (for Stochastic Volatility Models)

Nucleotide sequence - BNRF1 of Herpesvirus saimiri

arma.spec

Spectral Density of an ARMA Model

Kfilter1

Kalman Filter - Model may be time varying or have inputs

gtemp2

Global Mean Surface Air Temperature Deviations

tempr

Temperatures from the LA pollution study

Ksmooth0

Kalman Filter and Smoother - Time invariant model without inputs

HCT

Hematocrit Levels

ar1boot

Data used in Example 3.35 on page 137.

Kfilter2

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

EXP6

Seismic Trace of Explosion number 6

lap

LA Pollution-Mortality Study

sarima

Fit ARIMA Models

lag1.plot

Lag Plot - one time series

lag2.plot

Lag Plot - two time series

EQ5

Seismic Trace of Earthquake number 5

gas

Gas Prices

mvspec

Univariate and Multivariate Spectral Estimation

speech

Speech Recording

fmri

fMRI - complete data set

gtemp

Global mean land-ocean temperature deviations

astsadata

All the Data in One Swell Foop

Johnson and Johnson Quarterly Earnings Per Share

blood

Daily Blood Work

birth

U.S. Monthly Live Births

ar1miss

Data for Problem 6.14 on page 403.

FDR

Basic False Discovery Rate

fmri1

fMRI Data Used in Chapter 1

eqexp

Earthquake and Explosion Seismic Series

rec

Recruitment (number of new fish)

prodn

Monthly Federal Reserve Board Production Index

qintr

Quarterly Interest Rate

oil

Crude oil, WTI spot price FOB

so2

SO2 levels from the LA pollution study

sales

Sales

SigExtract

Signal Extraction And Optimal Filtering

gnp

Quarterly U.S. GNP

climhyd

Lake Shasta infow data

flu

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

EM1

EM Algorithm for General State Space Models

Kalman Filter and Smoother - General model

acf2

Plot and print ACF and PACF of a time series

WBC

White Blood Cell Levels

cmort

Cardiovascular Mortality from the LA Pollution study

astsa-package

Applied Statistical Time Series Analysis

sarima.for

ARIMA Forecasting

soiltemp

Spatial Grid of Surface Soil Temperatures

lead

Leading Indicator

nyse

Returns of the New York Stock Exchange

sunspotz

Biannual Sunspot Numbers

part

Particulate levels from the LA pollution study

beamd

Infrasonic Signal from a Nuclear Explosion

EM0

EM Algorithm for Time Invariant State Space Models

qinfl

Quarterly Inflation

econ5

Five Quarterly Economic Series

stoch.reg

Frequency Domain Stochastic Regression

Ksmooth2

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

Southern Oscillation Index

bnrf1ebv

Nucleotide sequence - BNRF1 Epstein-Barr

unemp

U.S. Unemployment