Applied Statistical Time Series Analysis


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Documentation for package ‘astsa’ version 1.13

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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
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

-- B --

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

-- 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 --

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
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

-- F --

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

-- G --

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

-- H --

Hare Snowshoe Hare
HCT Hematocrit Levels
hor Hawaiian occupancy rates

-- J --

jj Johnson and Johnson Quarterly Earnings Per Share

-- K --

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

-- L --

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

-- M --

matrixpwr Powers of a Square Matrix
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
prodn Monthly Federal Reserve Board Production Index

-- Q --

qinfl Quarterly Inflation
qintr Quarterly Interest Rate

-- 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
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
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
SVfilter Switching Filter (for Stochastic Volatility Models)

-- T --

tempr Temperatures from the LA pollution study
test.linear Test Linearity of a Time Series via Normalized Bispectrum
tsplot Time Series Plot

-- U --

unemp U.S. Unemployment
UnempRate U.S. Unemployment Rate

-- V --

varve Annual Varve Series

-- W --

WBC White Blood Cell Levels

-- misc --

%^% Powers of a Square Matrix