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astsa (version 1.3)

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

9,203

Version

1.3

License

GPL-2

Maintainer

David Stoffer

Last Published

October 27th, 2014

Functions in astsa (1.3)

HCT

Hematocrit Levels

EM1

EM Algorithm for General State Space Models

eqexp

Earthquake and Explosion Seismic Series

qinfl

Quarterly Inflation

bnrf1ebv

Nucleotide sequence - BNRF1 Epstein-Barr

WBC

White Blood Cell Levels

climhyd

Lake Shasta infow data

birth

U.S. Monthly Live Births

ar1miss

Data for Problem 6.14 on page 403.

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

ar1boot

Data used in Example 3.35 on page 137.

Ksmooth2

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

fmri

fMRI - complete data set

bnrf1hvs

Nucleotide sequence - BNRF1 of Herpesvirus saimiri

gtemp

Global mean land-ocean temperature deviations

tempr

Temperatures from the LA pollution study

Kfilter0

Kalman Filter - Time Invariant Model

flu

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

nyse

Returns of the New York Stock Exchange

sarima.for

ARIMA Forecasting

prodn

Monthly Federal Reserve Board Production Index

salt

Salt Profiles

part

Particulate levels from the LA pollution study

SVfilter

Switching Filter (for Stochastic Volatility Models)

astsa-package

Applied Statistical Time Series Analysis

Seismic Trace of Earthquake number 5

LagReg

Lagged Regression

EM0

EM Algorithm for Time Invariant State Space Models

gtemp2

Global Mean Surface Air Temperature Deviations

mvspec

Univariate and Multivariate Spectral Estimation

cmort

Cardiovascular Mortality from the LA Pollution study

Plot and print ACF and PACF of a time series

varve

Annual Varve Series

Ksmooth0

Kalman Filter and Smoother - Time invariant model without inputs

PLT

Platelet Levels

Johnson and Johnson Quarterly Earnings Per Share

SigExtract

Signal Extraction And Optimal Filtering

EXP6

Seismic Trace of Explosion number 6

gnp

Quarterly U.S. GNP

fmri1

fMRI Data Used in Chapter 1

stoch.reg

Frequency Domain Stochastic Regression

Kfilter1

Kalman Filter - Model may be time varying or have inputs

beamd

Infrasonic Signal from a Nuclear Explosion

lag2.plot

Lag Plot - two time series

arma.spec

Spectral Density of an ARMA Model

speech

Speech Recording

Ksmooth1

Kalman Filter and Smoother - General model

soiltemp

Spatial Grid of Surface Soil Temperatures

soi

Southern Oscillation Index

sunspotz

Biannual Sunspot Numbers

unemp

U.S. Unemployment

lap

LA Pollution-Mortality Study

sales

Sales

qintr

Quarterly Interest Rate

oil

Crude oil, WTI spot price FOB

econ5

Five Quarterly Economic Series

rec

Recruitment (number of new fish)

so2

SO2 levels from the LA pollution study

lead

Leading Indicator

FDR

Basic False Discovery Rate

lag1.plot

Lag Plot - one time series