Man pages for nickpoison/astsa
Applied Statistical Time Series Analysis

acf1Plot and print ACF of a time series
acf2Plot and print ACF and PACF of a time series
ar1missAR with Missing Values
arfSimulated ARFIMA
arma.specSpectral Density of an ARMA Model
ARMAtoARConvert ARMA Process to Infinite AR Process
astsa-packageApplied Statistical Time Series Analysis
beamdInfrasonic Signal from a Nuclear Explosion
birthU.S. Monthly Live Births
bloodDaily Blood Work
bnrf1ebvNucleotide sequence - BNRF1 Epstein-Barr
bnrf1hvsNucleotide sequence - BNRF1 of Herpesvirus saimiri
ccf2Cross Correlation Plot
chickenMonthly price of a pound of chicken
climhydLake Shasta inflow data
cmortCardiovascular Mortality from the LA Pollution study
cpgHard Drive Cost per GB
djiaDow Jones Industrial Average
econ5Five Quarterly Economic Series
EM0EM Algorithm for Time Invariant State Space Models
EM1EM Algorithm for General State Space Models
EQ5Seismic Trace of Earthquake number 5
EQcountEQ Counts
eqexpEarthquake and Explosion Seismic Series
EXP6Seismic Trace of Explosion number 6
FDRBasic False Discovery Rate
fluMonthly pneumonia and influenza deaths in the U.S., 1968 to...
fmrifMRI - complete data set
fmri1fMRI Data Used in Chapter 1
gasGas Prices
globtempGlobal mean land-ocean temperature deviations - updated
globtemplGlobal mean land (only) temperature deviations - updated
gnpQuarterly U.S. GNP
gtempGlobal mean land-ocean temperature deviations
gtemp2Global Mean Surface Air Temperature Deviations
HCTHematocrit Levels
horHawaiian occupancy rates
jjJohnson and Johnson Quarterly Earnings Per Share
Kfilter0Kalman Filter - Time Invariant Model
Kfilter1Kalman Filter - Model may be time varying or have inputs
Kfilter2Kalman Filter - Model may be time varying or have inputs or...
Ksmooth0Kalman Filter and Smoother - Time invariant model without...
Ksmooth1Kalman Filter and Smoother - General model
Ksmooth2Kalman Filter and Smoother - General model, may have...
lag1.plotLag Plot - one time series
lag2.plotLag Plot - two time series
LagRegLagged Regression
lapLA Pollution-Mortality Study
leadLeading Indicator
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
prodnMonthly Federal Reserve Board Production Index
qinflQuarterly Inflation
qintrQuarterly Interest Rate
recRecruitment (number of new fish)
saltSalt Profiles
saltempTemperature Profiles
sarimaFit ARIMA Models
sarima.forARIMA Forecasting
SigExtractSignal Extraction And Optimal Filtering
so2SO2 levels from the LA pollution study
soiSouthern Oscillation Index
soiltempSpatial Grid of Surface Soil Temperatures
sp500wWeekly Growth Rate of the Standard and Poor's 500
speechSpeech Recording
starVariable Star
stoch.regFrequency Domain Stochastic Regression
sunspotzBiannual Sunspot Numbers
SVfilterSwitching Filter (for Stochastic Volatility Models)
temprTemperatures from the LA pollution study
tsplotTime Series Plot
unempU.S. Unemployment
UnempRateU.S. Unemployment Rate
varveAnnual Varve Series
WBCWhite Blood Cell Levels
nickpoison/astsa documentation built on Nov. 9, 2017, 8:38 p.m.