Applied Statistical Time Series Analysis

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Documentation for package ‘astsa’ version 2.1

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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 X 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 EQ 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_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
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
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
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

-- X --

xA_readme SCRIPTS MARKED WITH AN 'x' ARE SCHEDULED TO BE PHASED OUT
xEM0 EM Algorithm for Time Invariant State Space Models - This script has been superseded by 'EM'.
xEM1 EM Algorithm for General State Space Models - This script has been superseded by 'EM'.
xglobtemp Superseded by 'gtemp_both' - Global mean land-ocean temperature deviations.
xglobtempl Superseded by 'gtemp_land' - Global mean land temperature deviations.
xgtemp Superseded by 'gtemp_both' - Global mean land-ocean temperature deviations.
xgtemp2 Superseded by 'gtemp_land' - Global Mean Surface Air Temperature Deviations
xKfilter0 Kalman Filter - This script has been superseded by 'Kfilter'
xKfilter1 Kalman Filter - This script has been superseded by 'Kfilter'.
xKfilter2 Kalman Filter - This script has been superseded by 'Kfilter'.
xKsmooth0 Kalman Filter and Smoother - This script has been superseded by 'Ksmooth'
xKsmooth1 Kalman Filter and Smoother - This script has been superseded by 'Ksmooth'
xKsmooth2 Kalman Filter and Smoother - This script has been superseded by 'Ksmooth'
xSVfilter Switching Filter (for Stochastic Volatility Models) - This script is now part of 'SV.mle'

-- misc --

%^% Powers of a Square Matrix