astsa: Applied Statistical Time Series Analysis

Contains data sets and scripts for analyzing time series in both the frequency and time domains including state space modeling as well as supporting the texts 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, <DOI:10.1201/9780429273285>.

Package details

AuthorDavid Stoffer [aut, cre], Nicky Poison [ctb, mus, spy]
MaintainerDavid Stoffer <stoffer@pitt.edu>
LicenseGPL-3
Version2.0
URL https://dsstoffer.github.io/ https://nickpoison.github.io/
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("astsa")

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astsa documentation built on Jan. 10, 2023, 1:11 a.m.