R: Applied Statistical Time Series Analysis

# Applied Statistical Time Series Analysis

## Documentation for package ‘astsa’ version 2.1

- DESCRIPTION file.

## Help Pages

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