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astsa (version 1.2)

Applied Statistical Time Series Analysis

Description

Data sets and scripts for Time Series Analysis and Its Applications: With R Examples by Shumway and Stoffer, 3rd edition

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Version

Install

install.packages('astsa')

Monthly Downloads

19,275

Version

1.2

License

GPL-2

Maintainer

David Stoffer

Last Published

March 17th, 2014

Functions in astsa (1.2)

PLT

Platelet Levels

beamd

Infrasonic Signal from a Nuclear Explosion

SigExtract

Signal Extraction And Optimal Filtering

EQ5

Seismic Trace of Earthquake number 5

fmri

fMRI - complete data set

Ksmooth1

Kalman Filter and Smoother - General model

lead

Leading Indicator

soi

Southern Oscillation Index

sarima.for

ARIMA Forecasting

prodn

Monthly Federal Reserve Board Production Index

speech

Speech Recording

part

Particulate levels from the LA pollution study

Kfilter0

Kalman Filter - Time Invariant Model

Temperatures from the LA pollution study

bnrf1hvs

Nucleotide sequence - BNRF1 of Herpesvirus saimiri

cmort

Cardiovascular Mortality from the LA Pollution study

lag1.plot

Lag Plot - one time series

sarima

Fit ARIMA Models

sunspotz

Biannual Sunspot Numbers

sales

Sales

gtemp2

Global Mean Surface Air Temperature Deviations

salt

Salt Profiles

lag2.plot

Lag Plot - two time series

astsa-package

Applied Statistical Time Series Analysis

ar1miss

Data for Problem 6.14 on page 403.

qinfl

Quarterly Inflation

EXP6

Seismic Trace of Explosion number 6

bnrf1ebv

Nucleotide sequence - BNRF1 Epstein-Barr

WBC

White Blood Cell Levels

blood

Daily Blood Work

gtemp

Global mean land-ocean temperature deviations

econ5

Five Quarterly Economic Series

so2

SO2 levels from the LA pollution study

eqexp

Earthquake and Explosion Seismic Series

lap

LA Pollution-Mortality Study

rec

Recruitment (number of new fish)

EM1

EM Algorithm for General State Space Models

Ksmooth2

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

stoch.reg

Frequency Domain Stochastic Regression

Kfilter2

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

arma.spec

Spectral Density of an ARMA Model

Johnson and Johnson Quarterly Earnings Per Share

EM0

EM Algorithm for Time Invariant State Space Models

SVfilter

Switching Filter (for Stochastic Volatility Models)

Ksmooth0

Kalman Filter and Smoother - Time invariant model without inputs

Kfilter1

Kalman Filter - Model may be time varying or have inputs

climhyd

Lake Shasta infow data

birth

U.S. Monthly Live Births

Crude oil, WTI spot price FOB

arf

Simulated ARFIMA

fmri1

fMRI Data Used in Chapter 1

soiltemp

Spatial Grid of Surface Soil Temperatures

qintr

Quarterly Interest Rate

gas

Gas Prices

nyse

Returns of the New York Stock Exchange

mvspec

Univariate and Multivariate Spectral Estimation

unemp

U.S. Unemployment

ar1boot

Data used in Example 3.35 on page 137.

FDR

Basic False Discovery Rate

flu

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

acf2

Plot and print ACF and PACF of a time series