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astsa  

Applied Statistical Time Series Analysis
View on CRAN: Click here


Download and install astsa package within the R console
Install from CRAN:
install.packages("astsa")

Install from Github:
library("remotes")
install_github("cran/astsa")

Install by package version:
library("remotes")
install_version("astsa", "2.2")



Attach the package and use:
library("astsa")
Maintained by
David Stoffer
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2012-06-21
Latest Update: 2024-01-10
Description:
Contains data sets and scripts for analyzing time series in both the frequency and time domains including state space modeling as well as supporting the texts Time Series Analysis and Its Applications: With R Examples (5th ed coming), by R.H. Shumway and D.S. Stoffer. Springer Texts in Statistics, 2017, , and Time Series: A Data Analysis Approach Using R. Chapman-Hall, 2019, .
How to cite:
David Stoffer (2012). astsa: Applied Statistical Time Series Analysis. R package version 2.2, https://cran.r-project.org/web/packages/astsa. Accessed 18 Feb. 2025.
Previous versions and publish date:
1.0 (2012-06-21 18:39), 1.1 (2012-07-16 08:13), 1.2 (2014-03-17 07:53), 1.3 (2014-10-27 10:10), 1.4 (2016-06-29 22:36), 1.5 (2016-07-31 08:54), 1.6 (2016-09-28 22:37), 1.7 (2016-12-22 19:38), 1.8 (2017-12-15 19:19), 1.9 (2019-05-08 07:20), 1.10 (2020-05-01 08:50), 1.11 (2020-12-05 21:40), 1.12 (2020-12-17 07:20), 1.13 (2021-05-15 08:20), 1.14 (2021-09-02 16:50), 1.15 (2022-05-09 22:20), 1.16 (2022-08-28 23:10), 2.0 (2023-01-09 23:50), 2.1 (2024-01-11 00:43)
Other packages that cited astsa R package
View astsa citation profile
Other R packages that astsa depends, imports, suggests or enhances
Complete documentation for astsa
Functions, R codes and Examples using the astsa R package
Some associated functions: ARMAtoAR . BCJ . EBV . EM . ENSO . EQ5 . EQcount . ESS . EXP6 . FDR . GDP23 . GNP23 . Grid . HCT . Hare . Kfilter . Ksmooth . LagReg . Lynx . MEI . Months . PLT . SV.mcmc . SV.mle . SVfilter . SigExtract . USpop . UnempRate . WBC . acf1 . acf2 . acfm . ar.boot . ar.mcmc . ar1miss . arf . arma.spec . astsa-package . astsa.col . autoParm . autoSpec . bart . beamd . birth . blood . bnrf1ebv . bnrf1hvs . cardox . ccf2 . chicken . climhyd . cmort . cpg . detrend . djia . dna2vector . econ5 . eqexp . ffbs . flu . fmri . fmri1 . gas . gdp . globtemp . globtempl . gnp . gtemp . gtemp2 . gtemp_both . gtemp_land . gtemp_ocean . hor . jj . lag1.plot . lag2.plot . lap . lead . matrixpwr . mvspec . nyse . oil . part . polio . polyMul . prodn . qinfl . qintr . rec . sales . salmon . salt . saltemp . sarima.for . sarima . sarima.sim . scatter.hist . sleep1 . sleep2 . so2 . soi . soiltemp . sp500.gr . sp500w . spec.ic . specenv . speech . ssm . star . stoch.reg . sunspotz . tempr . test.linear . trend . tsplot . unemp . varve . xA_readme . xEM0 . xEM1 . xKfilter0 . xKfilter1 . xKfilter2 . xKsmooth0 . xKsmooth1 . xKsmooth2 . xSVfilter . xglobtemp . xglobtempl . xgtemp . xgtemp2 . 
Some associated R codes: ARMAtoAR.R . EM.R . ESS.R . FDR.R . Kfilter.R . Ksmooth.R . LagReg.R . SV.mcmc.R . SV.mle.R . SVfilter.R . SigExtract.R . acf1.R . acf2.R . arma.spec.R . autoParm.R . autoSpec.R . bart.R . ccf2.R . detrend.R . dna2vector.R . ffbs.R . lag1.plot.R . lag2.plot.R . matrixpwr.R . mvspec.R . polyMul.R . sarima.R . sarima.for.R . sarima.sim.R . specenv.R . ssm.R . stoch.reg.R . test.linear.R . trend.R . tsplot.R . xEM0.R . xEM1.R . xKfilter0.R . xKfilter1.R . xKfilter2.R . xKsmooth0.R . xKsmooth1.R . xKsmooth2.R . xSVfilter.R . zzz.R .  Full astsa package functions and examples
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