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
EQ Counts
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
Snowshoe Hare
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
Canadian Lynx
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
Gas Prices
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
Sales
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)
Salt Profiles
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
Variable Star
Frequency Domain Stochastic Regression