README.md

In astsa: Applied Statistical Time Series Analysis

astsa — applied statistical time series analysis

... more than just data

... astsa is the R package to accompany the Springer text, Time Series Analysis and Its Applications: With R Examples and the Chapman & Hall text Time Series: A Data Analysis Approach using R.

Note that scripts starting with x will be phased out eventually. Old code will run by adding an x; e.g., xKfilter1(...) instead of Kfilter1().

We won't always push the latest version of the package to CRAN, but the latest working version of the package will always be at Github.

• The ROAD MAP is a good place to start to find all the links to the webpages for the texts and some help on using R for time series analysis.

• See the NEWS for further details about the state of the package, how to install the latest version, and the changelog.

• A list of data sets, scripts, and demonstrations of the capabilities of astsa can be found at FUN WITH ASTSA... it's more fun than high school.

• The updated code for the graduate level text is here: TSA4.

• The updated code for the data science text is here: TSDA.

• Python

• The code in the first 3 chapters of the Springer text has been converted to Python here.

• And a Python package that contains datasets from astsa is here.

The Springer text was written under version 1.8 and the Chapman & Hall text was written under version 1.9. Later versions will work for both texts with only some minor changes that won't affect any of the data analysis.

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