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Applied Statistical Time Series Analysis

Data sets and scripts to accompany Time Series Analysis and Its Applications: With R Examples (4th ed), by R.H. Shumway and D.S. Stoffer. Springer Texts in Statistics, 2017, <DOI:10.1007/978-3-319-52452-8>, and Time Series: A Data Analysis Approach Using R. Chapman-Hall, 2019, <ISBN: 978-0367221096>.

Functions in astsa

Name Description
bnrf1ebv Nucleotide sequence - BNRF1 Epstein-Barr
Ksmooth1 Kalman Filter and Smoother - General model
Hare Snowshoe Hare
HCT Hematocrit Levels
bnrf1hvs Nucleotide sequence - BNRF1 of Herpesvirus saimiri
eqexp Earthquake and Explosion Seismic Series
Ksmooth2 Kalman Filter and Smoother - General model, may have correlated errors
flu Monthly pneumonia and influenza deaths in the U.S., 1968 to 1978.
chicken Monthly price of a pound of chicken
climhyd Lake Shasta inflow data
gnp Quarterly U.S. GNP
gtemp Global mean land-ocean temperature deviations
globtemp Global mean land-ocean temperature deviations to 2015
LagReg Lagged Regression
Lynx Canadian Lynx
ARMAtoAR Convert ARMA Process to Infinite AR Process
acf2 Plot and print ACF and PACF of a time series
EM0 EM Algorithm for Time Invariant State Space Models
salmon Monthly export price of salmon
PLT Platelet Levels
ar1miss AR with Missing Values
birth U.S. Monthly Live Births
blood Daily Blood Work
hor Hawaiian occupancy rates
gtemp_ocean Global mean ocean temperature deviations - updated to 2017
globtempl Global mean land (only) temperature deviations to 2015
part Particulate levels from the LA pollution study
fmri fMRI - complete data set
salt Salt Profiles
SVfilter Switching Filter (for Stochastic Volatility Models)
fmri1 fMRI Data Used in Chapter 1
EM1 EM Algorithm for General State Space Models
prodn Monthly Federal Reserve Board Production Index
FDR Basic False Discovery Rate
EQ5 Seismic Trace of Earthquake number 5
Kfilter2 Kalman Filter - Model may be time varying or have inputs or correlated errors
WBC White Blood Cell Levels
cmort Cardiovascular Mortality from the LA Pollution study
acf1 Plot and print ACF of a time series
cpg Hard Drive Cost per GB
Ksmooth0 Kalman Filter and Smoother - Time invariant model without inputs
jj Johnson and Johnson Quarterly Earnings Per Share
soi Southern Oscillation Index
soiltemp Spatial Grid of Surface Soil Temperatures
unemp U.S. Unemployment
Grid A Better Add Grid to a Plot
arf Simulated ARFIMA
Kfilter0 Kalman Filter - Time Invariant Model
lag1.plot Lag Plot - one time series
arma.spec Spectral Density of an ARMA Model
cardox Monthly Carbon Dioxide Levels at Mauna Loa
ccf2 Cross Correlation Plot
qinfl Quarterly Inflation
rec Recruitment (number of new fish index)
varve Annual Varve Series
djia Dow Jones Industrial Average
econ5 Five Quarterly Economic Series
lag2.plot Lag Plot - two time series
lap LA Pollution-Mortality Study
qintr Quarterly Interest Rate
Kfilter1 Kalman Filter - Model may be time varying or have inputs
nyse Returns of the New York Stock Exchange
oil Crude oil, WTI spot price FOB
sp500w Weekly Growth Rate of the Standard and Poor's 500
speech Speech Recording
saltemp Temperature Profiles
stoch.reg Frequency Domain Stochastic Regression
sunspotz Biannual Sunspot Numbers
SigExtract Signal Extraction And Optimal Filtering
sarima Fit ARIMA Models
UnempRate U.S. Unemployment Rate
gas Gas Prices
gdp Quarterly U.S. GDP
sales Sales
sarima.for ARIMA Forecasting
so2 SO2 levels from the LA pollution study
gtemp2 Global Mean Surface Air Temperature Deviations
gtemp_land Global mean land temperature deviations - updated to 2017
ssm State Space Model
lead Leading Indicator
mvspec Univariate and Multivariate Spectral Estimation
star Variable Star
tempr Temperatures from the LA pollution study
tsplot Time Series Plot
EQcount EQ Counts
EXP6 Seismic Trace of Explosion number 6
astsa-package Applied Statistical Time Series Analysis
beamd Infrasonic Signal from a Nuclear Explosion
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Details

Type Package
Date 2019-05-05
URL https://github.com/nickpoison/astsa, http://www.stat.pitt.edu/stoffer/tsa4/, http://www.stat.pitt.edu/stoffer/tsda/
License GPL-3
LazyLoad yes
LazyData yes
NeedsCompilation no
Packaged 2019-05-07 23:24:19 UTC; david
Repository CRAN
Date/Publication 2019-05-08 05:20:07 UTC
Contributors David Stoffer

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