astsa v1.6

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by David Stoffer

Applied Statistical Time Series Analysis

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

Functions in astsa

Name Description
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
jj Johnson and Johnson Quarterly Earnings Per Share
globtempl Global mean land (only) temperature deviations - updated
HCT Hematocrit Levels
gnp Quarterly U.S. GNP
gtemp 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
PLT Platelet Levels
LagReg Lagged Regression
mvspec 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
saltemp Temperature Profiles
sarima.for ARIMA Forecasting
prodn Monthly Federal Reserve Board Production Index
salt Salt Profiles
sales Sales
sarima Fit ARIMA Models
qinfl Quarterly Inflation
SigExtract 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
speech Speech Recording
star Variable Star
stoch.reg 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
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Details

Type Package
Date 2016-10-01
URL http://www.stat.pitt.edu/stoffer/tsa4/
License GPL-2
LazyLoad yes
LazyData yes
NeedsCompilation no
Packaged 2016-09-18 19:40:08 UTC; dude
Repository CRAN
Date/Publication 2016-09-28 22:37:35
Contributors David Stoffer

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