| astsa-package {astsa} | R Documentation |
Applied Statistical Time Series Analysis (more than just data)
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, 2024) and Time Series: A Data Analysis Approach Using R, (1st ed, 2019).
Details
| Package: | astsa |
| Type: | Package |
| Version: | 2.1 |
| Date: | 2024-01-03 |
| License: | GPL-3 |
| LazyLoad: | yes |
| LazyData: | yes |
Note
Some older scripts and data sets have been updated, and old versions have an x in front of them, for example xgtemp is an old data file that used to be called gtemp. These scripts and data sets have not changed (they will still work with the x name change), but they will be phased out eventually.
Also, due to the fact that, if loaded, the dplyr package corrupts stats::filter and stats::lag,
those are put in the global (or user) environment as filter and lag when astsa is loaded so they have precedent. You can use rm() to remove those from the global environment if necessary.
Author(s)
David Stoffer <stoffer@pitt.edu>
References
You can find demonstrations of astsa capabilities at FUN WITH ASTSA.
The most recent version of the package can be found at https://github.com/nickpoison/astsa/.
In addition, the News and ChangeLog files are at https://github.com/nickpoison/astsa/blob/master/NEWS.md.
The webpages for the texts and some help on using R for time series analysis can be found at https://nickpoison.github.io/.