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/>.

Install the latest version of this package by entering the following in R:
install.packages("astsa")
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

Functions

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

Files

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

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