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astsa (version 1.6)

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

1.6

License

GPL-2

Maintainer

David Stoffer

Last Published

September 28th, 2016

Functions in astsa (1.6)

beamd

Infrasonic Signal from a Nuclear Explosion

acf2

Plot and print ACF and PACF of a time series

bnrf1hvs

Nucleotide sequence - BNRF1 of Herpesvirus saimiri

chicken

Monthly price of a pound of chicken

birth

U.S. Monthly Live Births

arf

Simulated ARFIMA

ar1miss

AR with Missing Values

blood

Daily Blood Work

bnrf1ebv

Nucleotide sequence - BNRF1 Epstein-Barr

astsa-package

Applied Statistical Time Series Analysis

FDR

Basic False Discovery Rate

cmort

Cardiovascular Mortality from the LA Pollution study

EQ5

Seismic Trace of Earthquake number 5

djia

Dow Jones Industrial Average

econ5

Five Quarterly Economic Series

eqexp

Earthquake and Explosion Seismic Series

EXP6

Seismic Trace of Explosion number 6

EQcount

EQ Counts

climhyd

Lake Shasta inflow data

flu

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

gas

Gas Prices

Johnson and Johnson Quarterly Earnings Per Share

globtempl

Global mean land (only) temperature deviations - updated

Global mean land-ocean temperature deviations

fmri1

fMRI Data Used in Chapter 1

fmri

fMRI - complete data set

gtemp2

Global Mean Surface Air Temperature Deviations

globtemp

Global mean land-ocean temperature deviations - updated

oil

Crude oil, WTI spot price FOB

Univariate and Multivariate Spectral Estimation

nyse

Returns of the New York Stock Exchange

lead

Leading Indicator

lap

LA Pollution-Mortality Study

part

Particulate levels from the LA pollution study

lag1.plot

Lag Plot - one time series

lag2.plot

Lag Plot - two time series

Monthly Federal Reserve Board Production Index

Signal Extraction And Optimal Filtering

qintr

Quarterly Interest Rate

rec

Recruitment (number of new fish)

so2

SO2 levels from the LA pollution study

soi

Southern Oscillation Index

unemp

U.S. Unemployment

WBC

White Blood Cell Levels

varve

Annual Varve Series

tempr

Temperatures from the LA pollution study

Frequency Domain Stochastic Regression

sunspotz

Biannual Sunspot Numbers

soiltemp

Spatial Grid of Surface Soil Temperatures

sp500w

Weekly Growth Rate of the Standard and Poor's 500