astsa-package |
Applied Statistical Time Series Analysis |
acf1 |
Plot and print ACF of a time series |
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 |
ARMAtoAR |
Convert ARMA Process to Infinite AR Process |
astsa |
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 |
cardox |
Monthly Carbon Dioxide Levels at Mauna Loa |
ccf2 |
Cross Correlation Plot |
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 1978. |
fmri |
fMRI - complete data set |
fmri1 |
fMRI Data Used in Chapter 1 |
gas |
Gas Prices |
gdp |
Quarterly U.S. GDP |
globtemp |
Global mean land-ocean temperature deviations to 2015 |
globtempl |
Global mean land (only) temperature deviations to 2015 |
gnp |
Quarterly U.S. GNP |
Grid |
A Better Add Grid to a Plot |
gtemp |
Global mean land-ocean temperature deviations |
gtemp2 |
Global Mean Surface Air Temperature Deviations |
gtemp_land |
Global mean land temperature deviations - updated to 2017 |
gtemp_ocean |
Global mean ocean temperature deviations - updated to 2017 |
Hare |
Snowshoe Hare |
HCT |
Hematocrit Levels |
hor |
Hawaiian occupancy rates |
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 correlated errors |
Ksmooth0 |
Kalman Filter and Smoother - Time invariant model without inputs |
Ksmooth1 |
Kalman Filter and Smoother - General model |
Ksmooth2 |
Kalman Filter and Smoother - General model, may have correlated errors |
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 |
Lynx |
Canadian Lynx |
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 index) |
sales |
Sales |
salmon |
Monthly export price of salmon |
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 |
ssm |
State Space Model |
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 |
tsplot |
Time Series Plot |
unemp |
U.S. Unemployment |
UnempRate |
U.S. Unemployment Rate |
varve |
Annual Varve Series |
WBC |
White Blood Cell Levels |