# astsa v1.10

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## Applied Statistical Time Series Analysis

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, <DOI:10.1007/978-3-319-52452-8>, and Time Series: A Data Analysis Approach Using R. Chapman-Hall, 2019, <ISBN: 978-0367221096>.

## Functions in astsa

Name | Description | |

EM1 | EM Algorithm for General State Space Models | |

EQ5 | Seismic Trace of Earthquake number 5 | |

PLT | Platelet Levels | |

climhyd | Lake Shasta inflow data | |

FDR | Basic False Discovery Rate | |

Grid | A Better Add Grid to a Plot | |

SVfilter | Switching Filter (for Stochastic Volatility Models) | |

chicken | Monthly price of a pound of chicken | |

acf2 | Plot and print ACF and PACF of a time series | |

EQcount | EQ Counts | |

ARMAtoAR | Convert ARMA Process to Infinite AR Process | |

EM0 | EM Algorithm for Time Invariant State Space Models | |

ar1miss | AR with Missing Values | |

Kfilter0 | Kalman Filter - Time Invariant Model | |

HCT | Hematocrit Levels | |

LagReg | Lagged Regression | |

Kfilter1 | Kalman Filter - Model may be time varying or have inputs | |

Hare | Snowshoe Hare | |

eqexp | Earthquake and Explosion Seismic Series | |

Ksmooth2 | Kalman Filter and Smoother - General model, may have correlated errors | |

Ksmooth1 | Kalman Filter and Smoother - General model | |

ccf2 | Cross Correlation | |

cardox | Monthly Carbon Dioxide Levels at Mauna Loa | |

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

EXP6 | Seismic Trace of Explosion number 6 | |

gtemp2 | Global Mean Surface Air Temperature Deviations | |

beamd | Infrasonic Signal from a Nuclear Explosion | |

Lynx | Canadian Lynx | |

arf | Simulated ARFIMA | |

WBC | White Blood Cell Levels | |

astsa-package | Applied Statistical Time Series Analysis | |

Ksmooth0 | Kalman Filter and Smoother - Time invariant model without inputs | |

Kfilter2 | Kalman Filter - Model may be time varying or have inputs or correlated errors | |

SigExtract | Signal Extraction And Optimal Filtering | |

acf1 | Plot and print ACF of a time series | |

fmri | fMRI - complete data set | |

gtemp_land | Global mean land temperature deviations - updated to 2017 | |

gas | Gas Prices | |

fmri1 | fMRI Data Used in Chapter 1 | |

cmort | Cardiovascular Mortality from the LA Pollution study | |

UnempRate | U.S. Unemployment Rate | |

gdp | Quarterly U.S. GDP | |

jj | Johnson and Johnson Quarterly Earnings Per Share | |

blood | Daily Blood Work | |

prodn | Monthly Federal Reserve Board Production Index | |

arma.spec | Spectral Density of an ARMA Model | |

bnrf1hvs | Nucleotide sequence - BNRF1 of Herpesvirus saimiri | |

part | Particulate levels from the LA pollution study | |

bnrf1ebv | Nucleotide sequence - BNRF1 Epstein-Barr | |

birth | U.S. Monthly Live Births | |

cpg | Hard Drive Cost per GB | |

gnp | Quarterly U.S. GNP | |

globtempl | Global mean land (only) temperature deviations to 2015 | |

djia | Dow Jones Industrial Average | |

nyse | Returns of the New York Stock Exchange | |

globtemp | Global mean land-ocean temperature deviations to 2015 | |

gtemp | Global mean land-ocean temperature deviations | |

polio | Poliomyelitis cases in US | |

qinfl | Quarterly Inflation | |

econ5 | Five Quarterly Economic Series | |

sp500w | Weekly Growth Rate of the Standard and Poor's 500 | |

gtemp_ocean | Global mean ocean temperature deviations - updated to 2017 | |

soiltemp | Spatial Grid of Surface Soil Temperatures | |

sunspotz | Biannual Sunspot Numbers | |

lag2.plot | Lag Plot - two time series | |

lag1.plot | Lag Plot - one time series | |

hor | Hawaiian occupancy rates | |

lead | Leading Indicator | |

sales | Sales | |

qintr | Quarterly Interest Rate | |

lap | LA Pollution-Mortality Study | |

tempr | Temperatures from the LA pollution study | |

salmon | Monthly export price of salmon | |

oil | Crude oil, WTI spot price FOB | |

rec | Recruitment (number of new fish index) | |

salt | Salt Profiles | |

unemp | U.S. Unemployment | |

mvspec | Univariate and Multivariate Spectral Estimation | |

sarima | Fit ARIMA Models | |

saltemp | Temperature Profiles | |

ssm | State Space Model | |

so2 | SO2 levels from the LA pollution study | |

speech | Speech Recording | |

soi | Southern Oscillation Index | |

sarima.for | ARIMA Forecasting | |

tsplot | Time Series Plot | |

varve | Annual Varve Series | |

star | Variable Star | |

stoch.reg | Frequency Domain Stochastic Regression | |

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## Last month downloads

## Details

Type | Package |

Date | 2020-05-15 |

URL | https://github.com/nickpoison/astsa, http://www.stat.pitt.edu/stoffer/tsa4/, http://www.stat.pitt.edu/stoffer/tsda/ |

License | GPL-3 |

LazyLoad | yes |

LazyData | yes |

NeedsCompilation | no |

Packaged | 2020-05-01 00:08:38 UTC; david |

Repository | CRAN |

Date/Publication | 2020-05-01 06:50:19 UTC |

Contributors | David Stoffer |

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