Learn R Programming

⚠️There's a newer version (2.2) of this package.Take me there.

astsa (version 1.10)

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

9,203

Version

1.10

License

GPL-3

Issues

Pull Requests

Stars

Forks

Repository

https://github.com/nickpoison/astsa

Homepage

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

Maintainer

David Stoffer

Last Published

May 1st, 2020

Functions in astsa (1.10)

EM Algorithm for General State Space Models

Seismic Trace of Earthquake number 5

Platelet Levels

Lake Shasta inflow data

Basic False Discovery Rate

A Better Add Grid to a Plot

Switching Filter (for Stochastic Volatility Models)

Monthly price of a pound of chicken

Plot and print ACF and PACF of a time series

Convert ARMA Process to Infinite AR Process

EM Algorithm for Time Invariant State Space Models

AR with Missing Values

Kalman Filter - Time Invariant Model

Hematocrit Levels

Lagged Regression

Kalman Filter - Model may be time varying or have inputs

Earthquake and Explosion Seismic Series

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

Kalman Filter and Smoother - General model

Cross Correlation

Monthly Carbon Dioxide Levels at Mauna Loa

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

Seismic Trace of Explosion number 6

Global Mean Surface Air Temperature Deviations

Infrasonic Signal from a Nuclear Explosion

Simulated ARFIMA

White Blood Cell Levels

Applied Statistical Time Series Analysis

Kalman Filter and Smoother - Time invariant model without inputs

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

Signal Extraction And Optimal Filtering

Plot and print ACF of a time series

fMRI - complete data set

Global mean land temperature deviations - updated to 2017

fMRI Data Used in Chapter 1

Cardiovascular Mortality from the LA Pollution study

U.S. Unemployment Rate

Quarterly U.S. GDP

Johnson and Johnson Quarterly Earnings Per Share

Daily Blood Work

Monthly Federal Reserve Board Production Index

Spectral Density of an ARMA Model

Nucleotide sequence - BNRF1 of Herpesvirus saimiri

Particulate levels from the LA pollution study

Nucleotide sequence - BNRF1 Epstein-Barr

U.S. Monthly Live Births

Hard Drive Cost per GB

Quarterly U.S. GNP

Global mean land (only) temperature deviations to 2015

Dow Jones Industrial Average

Returns of the New York Stock Exchange

Global mean land-ocean temperature deviations to 2015

Global mean land-ocean temperature deviations

Poliomyelitis cases in US

Quarterly Inflation

Five Quarterly Economic Series

Weekly Growth Rate of the Standard and Poor's 500

Global mean ocean temperature deviations - updated to 2017

Spatial Grid of Surface Soil Temperatures

Biannual Sunspot Numbers

Lag Plot - two time series

Lag Plot - one time series

Hawaiian occupancy rates

Leading Indicator

Quarterly Interest Rate

LA Pollution-Mortality Study

Temperatures from the LA pollution study

Monthly export price of salmon

Crude oil, WTI spot price FOB

Recruitment (number of new fish index)

U.S. Unemployment

Univariate and Multivariate Spectral Estimation

Fit ARIMA Models

Temperature Profiles

State Space Model

SO2 levels from the LA pollution study

Speech Recording

Southern Oscillation Index

ARIMA Forecasting

Time Series Plot

Annual Varve Series

Frequency Domain Stochastic Regression