Daily Returns of Three Banks
EQ Counts
Effective Sample Size (ESS)
Seismic Trace of Explosion number 6
Convert ARMA Process to Infinite AR Process
Basic False Discovery Rate
Entire Epstein-Barr Virus (EBV) Nucleotide Sequence
El Nino - Southern Oscillation
Seismic Trace of Earthquake number 5
EM Algorithm for State Space Models
A Better Add Grid to a Plot
Quick Kalman Smoother
Snowshoe Hare
Lagged Regression
Hematocrit Levels
Canadian Lynx
Fit Bayesian Stochastic Volatility Model
Platelet Levels
Month Labels
Quick Kalman Filter
Switching Filter (for Stochastic Volatility Models)
AR with Missing Values
U.S. Unemployment Rate
Signal Extraction And Optimal Filtering
White Blood Cell Levels
Simulated ARFIMA
Plot and print ACF or PACF of a time series
Plot and print ACF and PACF of a time series
Daily Blood Work with Missing Values
ACF and CCF for Multiple Time Series
Fit Bayesian AR Model
Monthly price of a pound of chicken
Cross Correlation
autoSpec - Changepoint Detection of Narrowband Frequency Changes
Bartlett Kernel
Infrasonic Signal from a Nuclear Explosion
Nucleotide sequence - BNRF1 Epstein-Barr
Spectral Density of an ARMA Model
Dow Jones Industrial Average
Hard Drive Cost per GB
Applied Statistical Time Series Analysis (more than just data)
Cardiovascular Mortality from the LA Pollution study
Detrend a Time Series
U.S. Monthly Live Births
Lake Shasta inflow data
autoParm - Structural Break Estimation Using AR Models
astsa color palette with transparency
Forward Filtering Backward Sampling
fMRI - complete data set
Monthly pneumonia and influenza deaths in the U.S., 1968 to 1978.
fMRI Data Used in Chapter 1
Five Quarterly Economic Series
Leading Indicator
Earthquake and Explosion Seismic Series
Global mean ocean temperature deviations - updated to 2021
Lag Plot - one time series
Hawaiian occupancy rates
Johnson and Johnson Quarterly Earnings Per Share
Convert DNA Sequence to Indicator Vectors
Global Mean Surface Air Temperature Deviations
Global mean land temperature deviations - updated to 2021
Monthly Federal Reserve Board Production Index
Gas Prices
Powers of a Square Matrix
Nucleotide sequence - BNRF1 of Herpesvirus saimiri
Univariate and Multivariate Spectral Estimation
Monthly Carbon Dioxide Levels at Mauna Loa
Quarterly U.S. GDP
Global mean land-ocean temperature deviations to 2015
Lag Plot - two time series
LA Pollution-Mortality Study
Crude oil, WTI spot price FOB
Fit ARIMA Models
ARIMA Forecasting
Sales
Particulate levels from the LA pollution study
Quarterly Inflation
Quarterly Interest Rate
Returns of the New York Stock Exchange
Spatial Grid of Surface Soil Temperatures
Monthly export price of salmon
Global mean land (only) temperature deviations to 2015
Sleep State and Movement Data - Group 1
Quarterly U.S. GNP
Global mean land-ocean temperature deviations
Spectral Envelope
Speech Recording
Recruitment (number of new fish index)
Poliomyelitis cases in US
Multiplication of Two Polynomials
Returns of the S&P 500
Salt Profiles
SO2 levels from the LA pollution study
Southern Oscillation Index
Estimate Trend
ARIMA Simulation
Sleep State and Movement Data - Group 2
Kalman Filter and Smoother - This script has been superseded by Ksmooth
Kalman Filter and Smoother - This script has been superseded by Ksmooth
State Space Model
Variable Star
Scatterplot with Marginal Histograms
Scripts marked with an 'x' are scheduled to be phased out
Time Series Plot
U.S. Unemployment
Temperature Profiles
Weekly Growth Rate of the Standard and Poor's 500
Annual Varve Series
EM Algorithm for Time Invariant State Space Models - This script has been superseded by EM
.
Kalman Filter and Smoother - This script has been superseded by Ksmooth
Temperatures from the LA pollution study
Kalman Filter - This script has been superseded by Kfilter
.
Test Linearity of a Time Series via Normalized Bispectrum
Estimate Spectral Density of a Time Series from AR Fit
Kalman Filter - This script has been superseded by Kfilter
.
Biannual Sunspot Numbers
Frequency Domain Stochastic Regression
Kalman Filter - This script has been superseded by Kfilter
EM Algorithm for General State Space Models - This script has been superseded by EM
.