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astsa (version 1.14)

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, .

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Install

install.packages('astsa')

Monthly Downloads

9,203

Version

1.14

License

GPL-3

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Repository

https://github.com/nickpoison/astsa/

Homepage

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

Maintainer

David Stoffer

Last Published

September 2nd, 2021

Functions in astsa (1.14)

Basic False Discovery Rate

Hematocrit Levels

A Better Add Grid to a Plot

EM Algorithm for Time Invariant State Space Models

Seismic Trace of Explosion number 6

Entire Epstein-Barr Virus (EBV) Nucleotide Sequence

Seismic Trace of Earthquake number 5

EM Algorithm for General State Space Models

Convert ARMA Process to Infinite AR Process

Kalman Filter - Model may be time varying or have inputs

Platelet Levels

Kalman Filter - Time Invariant Model

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

Kalman Filter and Smoother - General model

Kalman Filter and Smoother - Time invariant model without inputs

Switching Filter (for Stochastic Volatility Models)

Simulated ARFIMA

AR with Missing Values

Lagged Regression

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

ACF and CCF for Multiple Time Series

Spectral Density of an ARMA Model

U.S. Unemployment Rate

Plot and print ACF or PACF of a time series

White Blood Cell Levels

Signal Extraction And Optimal Filtering

Plot and print ACF and PACF of a time series

Applied Statistical Time Series Analysis (more than just data)

astsa color palette with transparency

Nucleotide sequence - BNRF1 Epstein-Barr

Daily Blood Work

Monthly Carbon Dioxide Levels at Mauna Loa

Nucleotide sequence - BNRF1 of Herpesvirus saimiri

Monthly price of a pound of chicken

Cross Correlation

fMRI Data Used in Chapter 1

Earthquake and Explosion Seismic Series

U.S. Monthly Live Births

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

fMRI - complete data set

Infrasonic Signal from a Nuclear Explosion

Five Quarterly Economic Series

Lake Shasta inflow data

Convert DNA Sequence to Indicator Vectors

Global mean ocean temperature deviations - updated to 2017

Hawaiian occupancy rates

Johnson and Johnson Quarterly Earnings Per Share

Global mean land-ocean temperature deviations to 2015

Global mean land-ocean temperature deviations

Lag Plot - one time series

Global mean land (only) temperature deviations to 2015

Cardiovascular Mortality from the LA Pollution study

Quarterly U.S. GNP

Univariate and Multivariate Spectral Estimation

Quarterly Interest Rate

Returns of the New York Stock Exchange

Leading Indicator

Global Mean Surface Air Temperature Deviations

Recruitment (number of new fish index)

Global mean land temperature deviations - updated to 2017

Crude oil, WTI spot price FOB

Dow Jones Industrial Average

Hard Drive Cost per GB

Powers of a Square Matrix

Multiplication of Two Polynomials

Monthly Federal Reserve Board Production Index

Poliomyelitis cases in US

Particulate levels from the LA pollution study

Quarterly Inflation

Scatterplot with Marginal Histograms

Temperature Profiles

ARIMA Simulation

Weekly Growth Rate of the Standard and Poor's 500

Frequency Domain Stochastic Regression

Spatial Grid of Surface Soil Temperatures

Southern Oscillation Index

SO2 levels from the LA pollution study

Quarterly U.S. GDP

Lag Plot - two time series

U.S. Unemployment

Test Linearity of a Time Series via Normalized Bispectrum

LA Pollution-Mortality Study

Annual Varve Series

Time Series Plot

Fit ARIMA Models

Monthly export price of salmon

Estimate Spectral Density of a Time Series from AR Fit

Speech Recording

ARIMA Forecasting

State Space Model

Temperatures from the LA pollution study

Spectral Envelope

Biannual Sunspot Numbers