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astsa (version 1.4)

Applied Statistical Time Series Analysis

Description

Contains data sets and scripts to accompany Time Series Analysis and Its Applications: With R Examples by Shumway and Stoffer, fourth edition.

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Version

Install

install.packages('astsa')

Monthly Downloads

9,203

Version

1.4

License

GPL-2

Maintainer

David Stoffer

Last Published

June 29th, 2016

Functions in astsa (1.4)

bnrf1ebv

Nucleotide sequence - BNRF1 Epstein-Barr
blood

Daily Blood Work
cmort

Cardiovascular Mortality from the LA Pollution study
beamd

Infrasonic Signal from a Nuclear Explosion
ar1miss

AR with Missing Values
climhyd

Lake Shasta inflow data
arf

Simulated ARFIMA
birth

U.S. Monthly Live Births
astsa-package

Applied Statistical Time Series Analysis
bnrf1hvs

Nucleotide sequence - BNRF1 of Herpesvirus saimiri
fmri

fMRI - complete data set
flu

Monthly pneumonia and influenza deaths in the U.S., 1968 to 1978.
EQ5

Seismic Trace of Earthquake number 5
econ5

Five Quarterly Economic Series
eqexp

Earthquake and Explosion Seismic Series
gas

Gas Prices
gnp

Quarterly U.S. GNP
fmri1

fMRI Data Used in Chapter 1
EXP6

Seismic Trace of Explosion number 6
EQcount

EQ Counts
lag2.plot

Lag Plot - two time series
jj

Johnson and Johnson Quarterly Earnings Per Share
lead

Leading Indicator
Kfilter0

Kalman Filter - Time Invariant Model
nyse

Returns of the New York Stock Exchange
HCT

Hematocrit Levels
lag1.plot

Lag Plot - one time series
gtemp2

Global Mean Surface Air Temperature Deviations
lap

LA Pollution-Mortality Study
salt

Salt Profiles
PLT

Platelet Levels
part

Particulate levels from the LA pollution study
gtemp

Global mean land-ocean temperature deviations
rec

Recruitment (number of new fish)
stoch.reg

Frequency Domain Stochastic Regression
star

Variable Star
saltemp

Temperature Profiles
sarima

Fit ARIMA Models
prodn

Monthly Federal Reserve Board Production Index
so2

SO2 levels from the LA pollution study
speech

Speech Recording
varve

Annual Varve Series
WBC

White Blood Cell Levels
soiltemp

Spatial Grid of Surface Soil Temperatures
tempr

Temperatures from the LA pollution study
qintr

Quarterly Interest Rate
oil

Crude oil, WTI spot price FOB
sales

Sales
unemp

U.S. Unemployment
qinfl

Quarterly Inflation
sunspotz

Biannual Sunspot Numbers
sp500w

Weekly Growth Rate of the Standard and Poor's 500
soi

Southern Oscillation Index
SVfilter

Switching Filter (for Stochastic Volatility Models)