Man pages for astsa
Applied Statistical Time Series Analysis

acf1Plot and print ACF or PACF of a time series
acf2Plot and print ACF and PACF of a time series
acfmACF and CCF for Multiple Time Series
ar1missAR with Missing Values
ar.bootBootstrap Distribution of AR Model Parameters
arfSimulated ARFIMA
arma.specSpectral Density of an ARMA Model
ARMAtoARConvert ARMA Process to Infinite AR Process
ar.mcmcFit Bayesian AR Model
astsa.colastsa color palette with transparency
astsa-packageApplied Statistical Time Series Analysis (more than just...
autoParmautoParm - Structural Break Estimation Using AR Models
autoSpecautoSpec - Changepoint Detection of Narrowband Frequency...
bartBartlett Kernel
BCJDaily Returns of Three Banks
beamdInfrasonic Signal from a Nuclear Explosion
birthU.S. Monthly Live Births
bloodDaily Blood Work with Missing Values
bnrf1ebvNucleotide sequence - BNRF1 Epstein-Barr
bnrf1hvsNucleotide sequence - BNRF1 of Herpesvirus saimiri
cardoxMonthly Carbon Dioxide Levels at Mauna Loa
ccf2Cross Correlation
chickenMonthly price of a pound of chicken
climhydLake Shasta inflow data
cmortCardiovascular Mortality from the LA Pollution study
cpgHard Drive Cost per GB
detrendDetrend a Time Series
djiaDow Jones Industrial Average
dna2vectorConvert DNA Sequence to Indicator Vectors
EBVEntire Epstein-Barr Virus (EBV) Nucleotide Sequence
econ5Five Quarterly Economic Series
EMEM Algorithm for State Space Models
ENSOEl Nino - Southern Oscillation Index
EQ5Seismic Trace of Earthquake number 5
EQcountEQ Counts
eqexpEarthquake and Explosion Seismic Series
ESSEffective Sample Size (ESS)
EXP6Seismic Trace of Explosion number 6
FDRBasic False Discovery Rate
ffbsForward Filtering Backward Sampling
fluMonthly pneumonia and influenza deaths in the U.S., 1968 to...
fmrifMRI - complete data set
fmri1fMRI Data Used in Chapter 1
gasGas Prices
gdpQuarterly U.S. GDP
GDP23Quarterly U.S. GDP - updated to 2023
gnpQuarterly U.S. GNP
GNP23Quarterly U.S. GNP - updated to 2023
GridA Better Add Grid to a Plot
gtemp_bothGlobal mean land and open ocean temperature deviations,...
gtemp_landGlobal mean land temperature deviations, 1850-2023
gtemp_oceanGlobal mean ocean temperature deviations, 1850-2023
HareSnowshoe Hare
HCTHematocrit Levels
horHawaiian occupancy rates
jjJohnson and Johnson Quarterly Earnings Per Share
KfilterQuick Kalman Filter
KsmoothQuick Kalman Smoother
lag1.plotLag Plot - one time series
lag2.plotLag Plot - two time series
LagRegLagged Regression
lapLA Pollution-Mortality Study
leadLeading Indicator
LynxCanadian Lynx
matrixpwrPowers of a Square Matrix
MEIMultivariate El Nino/Southern Oscillation Index (version 1)
MonthsMonth Labels
mvspecUnivariate and Multivariate Spectral Estimation
nyseReturns of the New York Stock Exchange
oilCrude oil, WTI spot price FOB
partParticulate levels from the LA pollution study
PLTPlatelet Levels
polioPoliomyelitis cases in US
polyMulMultiplication of Two Polynomials
prodnMonthly Federal Reserve Board Production Index
qinflQuarterly Inflation
qintrQuarterly Interest Rate
recRecruitment (number of new fish index)
salesSales
salmonMonthly export price of salmon
saltSalt Profiles
saltempTemperature Profiles
sarimaFit ARIMA Models
sarima.forARIMA Forecasting
sarima.simARIMA Simulation
scatter.histScatterplot with Marginal Histograms
SigExtractSignal Extraction And Optimal Filtering
sleep1Sleep State and Movement Data - Group 1
sleep2Sleep State and Movement Data - Group 2
so2SO2 levels from the LA pollution study
soiSouthern Oscillation Index
soiltempSpatial Grid of Surface Soil Temperatures
sp500.grReturns of the S&P 500
sp500wWeekly Growth Rate of the Standard and Poor's 500
specenvSpectral Envelope
spec.icEstimate Spectral Density of a Time Series from AR Fit
speechSpeech Recording
ssmState Space Model
starVariable Star
stoch.regFrequency Domain Stochastic Regression
sunspotzBiannual Sunspot Numbers
SV.mcmcFit Bayesian Stochastic Volatility Model
SV.mleStochastic Volatility Model with Feedback via MLE
temprTemperatures from the LA pollution study
test.linearTest Linearity of a Time Series via Normalized Bispectrum
trendEstimate Trend
tsplotTime Series Plot
unempU.S. Unemployment
UnempRateU.S. Unemployment Rate
USpopU.S. Population - 1900 to 2010
varveAnnual Varve Series
WBCWhite Blood Cell Levels
xA_readmeSCRIPTS MARKED WITH AN 'x' ARE SCHEDULED TO BE PHASED OUT
xEM0EM Algorithm for Time Invariant State Space Models - This...
xEM1EM Algorithm for General State Space Models - This script has...
xglobtempSuperseded by 'gtemp_both' - Global mean land-ocean...
xglobtemplSuperseded by 'gtemp_land' - Global mean land temperature...
xgtempSuperseded by 'gtemp_both' - Global mean land-ocean...
xgtemp2Superseded by 'gtemp_land' - Global Mean Surface Air...
xKfilter0Kalman Filter - This script has been superseded by 'Kfilter'
xKfilter1Kalman Filter - This script has been superseded by 'Kfilter'.
xKfilter2Kalman Filter - This script has been superseded by 'Kfilter'.
xKsmooth0Kalman Filter and Smoother - This script has been superseded...
xKsmooth1Kalman Filter and Smoother - This script has been superseded...
xKsmooth2Kalman Filter and Smoother - This script has been superseded...
xSVfilterSwitching Filter (for Stochastic Volatility Models) - This...
astsa documentation built on May 29, 2024, 10:29 a.m.