astsa: 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.

Author
David Stoffer
Date of publication
2016-09-28 22:37:35
Maintainer
David Stoffer <stoffer@pitt.edu>
License
GPL-2
Version
1.6
URLs

View on CRAN

Man pages

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

Files in this package

astsa
astsa/NAMESPACE
astsa/data
astsa/data/flu.rda
astsa/data/star.rda
astsa/data/prodn.rda
astsa/data/varve.rda
astsa/data/blood.rda
astsa/data/lead.rda
astsa/data/qinfl.rda
astsa/data/sunspotz.rda
astsa/data/sales.rda
astsa/data/gtemp.rda
astsa/data/bnrf1hvs.rda
astsa/data/bnrf1ebv.rda
astsa/data/globtemp.rda
astsa/data/WBC.rda
astsa/data/gtemp2.rda
astsa/data/unemp.rda
astsa/data/soiltemp.rda
astsa/data/PLT.rda
astsa/data/lap.rda
astsa/data/fmri.rda
astsa/data/so2.rda
astsa/data/part.rda
astsa/data/tempr.rda
astsa/data/eqexp.rda
astsa/data/arf.rda
astsa/data/globtempl.rda
astsa/data/gnp.rda
astsa/data/saltemp.rda
astsa/data/fmri1.rda
astsa/data/soi.rda
astsa/data/jj.rda
astsa/data/EXP6.rda
astsa/data/econ5.rda
astsa/data/climhyd.rda
astsa/data/qintr.rda
astsa/data/ar1miss.rda
astsa/data/gas.rda
astsa/data/EQcount.rda
astsa/data/salt.rda
astsa/data/HCT.rda
astsa/data/EQ5.rda
astsa/data/rec.rda
astsa/data/cmort.rda
astsa/data/speech.rda
astsa/data/chicken.rda
astsa/data/beamd.rda
astsa/data/sp500w.rda
astsa/data/birth.rda
astsa/data/djia.rda
astsa/data/nyse.rda
astsa/data/oil.rda
astsa/R
astsa/R/lag2.plot.R
astsa/R/EM1.R
astsa/R/stoch.reg.R
astsa/R/Ksmooth2.R
astsa/R/sarima.for.R
astsa/R/FDR.R
astsa/R/mvspec.R
astsa/R/Kfilter2.R
astsa/R/arma.spec.R
astsa/R/lag1.plot.R
astsa/R/EM0.R
astsa/R/LagReg.R
astsa/R/SigExtract.R
astsa/R/acf2.R
astsa/R/SVfilter.R
astsa/R/Kfilter1.R
astsa/R/Ksmooth1.R
astsa/R/sarima.R
astsa/R/Kfilter0.R
astsa/R/Ksmooth0.R
astsa/MD5
astsa/DESCRIPTION
astsa/ChangeLog
astsa/man
astsa/man/gtemp.Rd
astsa/man/soiltemp.Rd
astsa/man/tempr.Rd
astsa/man/LagReg.Rd
astsa/man/salt.Rd
astsa/man/gnp.Rd
astsa/man/stoch.reg.Rd
astsa/man/soi.Rd
astsa/man/sales.Rd
astsa/man/SVfilter.Rd
astsa/man/FDR.Rd
astsa/man/gas.Rd
astsa/man/varve.Rd
astsa/man/qinfl.Rd
astsa/man/climhyd.Rd
astsa/man/blood.Rd
astsa/man/unemp.Rd
astsa/man/sarima.for.Rd
astsa/man/ar1miss.Rd
astsa/man/saltemp.Rd
astsa/man/fmri.Rd
astsa/man/econ5.Rd
astsa/man/qintr.Rd
astsa/man/eqexp.Rd
astsa/man/flu.Rd
astsa/man/SigExtract.Rd
astsa/man/sunspotz.Rd
astsa/man/WBC.Rd
astsa/man/nyse.Rd
astsa/man/bnrf1hvs.Rd
astsa/man/Ksmooth1.Rd
astsa/man/globtempl.Rd
astsa/man/bnrf1ebv.Rd
astsa/man/oil.Rd
astsa/man/globtemp.Rd
astsa/man/lead.Rd
astsa/man/rec.Rd
astsa/man/EM0.Rd
astsa/man/lap.Rd
astsa/man/prodn.Rd
astsa/man/EXP6.Rd
astsa/man/EM1.Rd
astsa/man/lag1.plot.Rd
astsa/man/Ksmooth2.Rd
astsa/man/fmri1.Rd
astsa/man/part.Rd
astsa/man/beamd.Rd
astsa/man/sarima.Rd
astsa/man/chicken.Rd
astsa/man/Kfilter0.Rd
astsa/man/arf.Rd
astsa/man/EQ5.Rd
astsa/man/star.Rd
astsa/man/astsa-package.Rd
astsa/man/PLT.Rd
astsa/man/djia.Rd
astsa/man/acf2.Rd
astsa/man/HCT.Rd
astsa/man/cmort.Rd
astsa/man/arma.spec.Rd
astsa/man/Ksmooth0.Rd
astsa/man/birth.Rd
astsa/man/EQcount.Rd
astsa/man/speech.Rd
astsa/man/mvspec.Rd
astsa/man/Kfilter1.Rd
astsa/man/sp500w.Rd
astsa/man/Kfilter2.Rd
astsa/man/so2.Rd
astsa/man/lag2.plot.Rd
astsa/man/gtemp2.Rd
astsa/man/jj.Rd