Applied Statistical Time Series Analysis
![[R logo]](../../../doc/html/Rlogo.svg)
![[Up]](../../../doc/html/left.jpg)
![[Top]](../../../doc/html/up.jpg)
Documentation for package ‘astsa’ version 2.2
Help Pages
A B C D E F G H J K L M N O P Q R S T U V W misc
| astsa-package | Applied Statistical Time Series Analysis (more than just data) |
-- A --
| acf1 | Plot and print ACF or PACF of a time series |
| acf2 | Plot and print ACF and PACF of a time series |
| acfm | ACF and CCF for Multiple Time Series |
| ar.boot | Bootstrap Distribution of AR Model Parameters |
| ar.mcmc | Fit Bayesian AR Model |
| 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 (more than just data) |
| astsa.col | astsa color palette with transparency |
| autoParm | autoParm - Structural Break Estimation Using AR Models |
| autoSpec | autoSpec - Changepoint Detection of Narrowband Frequency Changes |
-- B --
| bart | Bartlett Kernel |
| BCJ | Daily Returns of Three Banks |
| beamd | Infrasonic Signal from a Nuclear Explosion |
| birth | U.S. Monthly Live Births |
| blood | Daily Blood Work with Missing Values |
| bnrf1ebv | Nucleotide sequence - BNRF1 Epstein-Barr |
| bnrf1hvs | Nucleotide sequence - BNRF1 of Herpesvirus saimiri |
-- C --
| cardox | Monthly Carbon Dioxide Levels at Mauna Loa |
| ccf2 | Cross Correlation |
| 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 |
-- D --
| detrend | Detrend a Time Series |
| djia | Dow Jones Industrial Average |
| dna2vector | Convert DNA Sequence to Indicator Vectors |
-- E --
| EBV | Entire Epstein-Barr Virus (EBV) Nucleotide Sequence |
| econ5 | Five Quarterly Economic Series |
| EM | EM Algorithm for State Space Models |
| ENSO | El Nino - Southern Oscillation Index |
| EQ5 | Seismic Trace of Earthquake number 5 |
| EQcount | Earthquake Counts |
| eqexp | Earthquake and Explosion Seismic Series |
| ESS | Effective Sample Size (ESS) |
| EXP6 | Seismic Trace of Explosion number 6 |
-- F --
| FDR | Basic False Discovery Rate |
| ffbs | Forward Filtering Backward Sampling |
| 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 |
-- G --
| gas | Gas Prices |
| GDP | Quarterly U.S. GDP - updated to 2023 |
| gdp | Quarterly U.S. GDP |
| GNP | Quarterly U.S. GNP - updated to 2023 |
| gnp | Quarterly U.S. GNP |
| Grid | A Better Add Grid to a Plot |
| gtemp.month | Monthly global average surface temperatures by year |
| gtemp_both | Global mean land and open ocean temperature deviations, 1850-2023 |
| gtemp_land | Global mean land temperature deviations, 1850-2023 |
| gtemp_ocean | Global mean ocean temperature deviations, 1850-2023 |
-- H --
| Hare | Snowshoe Hare |
| HCT | Hematocrit Levels |
| hor | Hawaiian occupancy rates |
-- J --
| jj | Johnson and Johnson Quarterly Earnings Per Share |
-- K --
| Kfilter | Quick Kalman Filter |
| Ksmooth | Quick Kalman Smoother |
-- L --
| lag1.plot | Lag Plot - one time series |
| lag2.plot | Lag Plot - two time series |
| LagReg | Lagged Regression |
| lap | LA Pollution-Mortality Study |
| lap.xts | LA Pollution-Mortality Study: Sampled Daily |
| lead | Leading Indicator |
| Lynx | Canadian Lynx |
-- M --
| matrixpwr | Powers of a Square Matrix |
| MEI | Multivariate El Nino/Southern Oscillation Index (version 1) |
| Months | Month Labels |
| mvspec | Univariate and Multivariate Spectral Estimation |
-- N --
| nyse | Returns of the New York Stock Exchange |
-- O --
| oil | Crude oil, WTI spot price FOB |
-- P --
| part | Particulate levels from the LA pollution study |
| PLT | Platelet Levels |
| polio | Poliomyelitis cases in US |
| polyMul | Multiplication of Two Polynomials |
| pre.white | Cross-Correlation Analysis With Automatic Prewhitening |
| prodn | Monthly Federal Reserve Board Production Index |
-- Q --
| qinfl | Quarterly Inflation |
| qintr | Quarterly Interest Rate |
| QQnorm | Normal Quantile-Quantile Plot |
-- R --
| rec | Recruitment (number of new fish index) |
-- S --
| sales | Sales |
| salmon | Monthly export price of salmon |
| salt | Salt Profiles |
| saltemp | Temperature Profiles |
| sarima | Fit ARIMA Models |
| sarima.for | ARIMA Forecasting |
| sarima.sim | ARIMA Simulation |
| scatter.hist | Scatterplot with Marginal Histograms |
| SigExtract | Signal Extraction And Optimal Filtering |
| sleep1 | Sleep State and Movement Data - Group 1 |
| sleep2 | Sleep State and Movement Data - Group 2 |
| so2 | SO2 levels from the LA pollution study |
| soi | Southern Oscillation Index |
| soiltemp | Spatial Grid of Surface Soil Temperatures |
| sp500.gr | Returns of the S&P 500 |
| sp500w | Weekly Growth Rate of the Standard and Poor's 500 |
| spec.ic | Estimate Spectral Density of a Time Series from AR Fit |
| specenv | Spectral Envelope |
| speech | Speech Recording |
| ssm | State Space Model |
| star | Variable Star |
| stoch.reg | Frequency Domain Stochastic Regression |
| sunspotz | Biannual Sunspot Numbers |
| SV.mcmc | Fit Bayesian Stochastic Volatility Model |
| SV.mle | Stochastic Volatility Model with Feedback via MLE |
-- T --
| tempr | Temperatures from the LA pollution study |
| test.linear | Test Linearity of a Time Series via Normalized Bispectrum |
| trend | Estimate Trend |
| tsplot | Time Series Plot |
-- U --
| unemp | U.S. Unemployment |
| UnempRate | U.S. Unemployment Rate |
| USpop | U.S. Population - 1900 to 2010 |
-- V --
| varve | Annual Varve Series |
-- W --
| WBC | White Blood Cell Levels |
-- misc --
| %^% | Powers of a Square Matrix |