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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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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