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, <http://www.stat.pitt.edu/stoffer/tsa4/>.

AuthorDavid Stoffer
Date of publication2016-12-22 19:38:10
MaintainerDavid Stoffer <stoffer@pitt.edu>
LicenseGPL (>= 2)
Version1.7
http://www.stat.pitt.edu/stoffer/tsa4/

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

cpg: Hard Drive Cost per GB

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

UnempRate: U.S. Unemployment Rate

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/UnempRate.rda
astsa/data/gas.rda
astsa/data/EQcount.rda
astsa/data/salt.rda
astsa/data/cpg.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/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/cpg.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/UnempRate.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

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