Convert ARMA Process to Infinite AR Process
Basic False Discovery Rate
Seismic Trace of Explosion number 6
Effective Sample Size (ESS)
EM Algorithm for General State Space Models
EM Algorithm for Time Invariant State Space Models
Daily Returns of Three Banks
Kalman Filter - Time Invariant Model
A Better Add Grid to a Plot
Snowshoe Hare
Kalman Filter and Smoother - General model, may have correlated errors
Kalman Filter - Model may be time varying or have inputs
Kalman Filter - Model may be time varying or have inputs or correlated errors
Lagged Regression
Kalman Filter and Smoother - General model
Hematocrit Levels
Kalman Filter and Smoother - Time invariant model without inputs
Platelet Levels
U.S. Unemployment Rate
Plot and print ACF or PACF of a time series
Plot and print ACF and PACF of a time series
Switching Filter (for Stochastic Volatility Models)
White Blood Cell Levels
Month Labels
Signal Extraction And Optimal Filtering
Spectral Density of an ARMA Model
Canadian Lynx
Applied Statistical Time Series Analysis (more than just data)
Simulated ARFIMA
Daily Blood Work with Missing Values
U.S. Monthly Live Births
AR with Missing Values
Fit Bayesian AR Model
Detrend a Time Series
ACF and CCF for Multiple Time Series
Fit Bayesian Stochastic Volatility Model
Nucleotide sequence - BNRF1 of Herpesvirus saimiri
Nucleotide sequence - BNRF1 Epstein-Barr
Lake Shasta inflow data
Dow Jones Industrial Average
Monthly price of a pound of chicken
Cross Correlation
fMRI Data Used in Chapter 1
Monthly Carbon Dioxide Levels at Mauna Loa
Forward Filtering Backward Sampling
Quarterly U.S. GDP
Gas Prices
Hard Drive Cost per GB
Cardiovascular Mortality from the LA Pollution study
astsa color palette with transparency
Earthquake and Explosion Seismic Series
Monthly pneumonia and influenza deaths in the U.S., 1968 to 1978.
fMRI - complete data set
Infrasonic Signal from a Nuclear Explosion
Lag Plot - one time series
Hawaiian occupancy rates
Lag Plot - two time series
Global mean land-ocean temperature deviations to 2015
Global mean land temperature deviations - updated to 2017
Global mean land (only) temperature deviations to 2015
Five Quarterly Economic Series
Johnson and Johnson Quarterly Earnings Per Share
Quarterly U.S. GNP
Monthly Federal Reserve Board Production Index
Returns of the New York Stock Exchange
Global mean ocean temperature deviations - updated to 2017
Convert DNA Sequence to Indicator Vectors
Multiplication of Two Polynomials
Crude oil, WTI spot price FOB
Particulate levels from the LA pollution study
Recruitment (number of new fish index)
LA Pollution-Mortality Study
Global Mean Surface Air Temperature Deviations
Salt Profiles
Leading Indicator
Temperature Profiles
Powers of a Square Matrix
Monthly export price of salmon
Univariate and Multivariate Spectral Estimation
Global mean land-ocean temperature deviations
ARIMA Forecasting
ARIMA Simulation
Fit ARIMA Models
Poliomyelitis cases in US
Sales
Spatial Grid of Surface Soil Temperatures
Southern Oscillation Index
Sleep State and Movement Data - Group 2
Estimate Spectral Density of a Time Series from AR Fit
Spectral Envelope
Weekly Growth Rate of the Standard and Poor's 500
U.S. Unemployment
Time Series Plot
Returns of the S&P 500
Test Linearity of a Time Series via Normalized Bispectrum
Estimate Trend
Temperatures from the LA pollution study
Biannual Sunspot Numbers
Scatterplot with Marginal Histograms
Speech Recording
Quarterly Interest Rate
Sleep State and Movement Data - Group 1
Quarterly Inflation
State Space Model
Frequency Domain Stochastic Regression
Variable Star
SO2 levels from the LA pollution study
Annual Varve Series
Seismic Trace of Earthquake number 5
EQ Counts
Entire Epstein-Barr Virus (EBV) Nucleotide Sequence