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astsa: Applied Statistical Time Series Analysis

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 coming), by R.H. Shumway and D.S. Stoffer. Springer Texts in Statistics, 2017, <doi:10.1007/978-3-319-52452-8>, and Time Series: A Data Analysis Approach Using R. Chapman-Hall, 2019, <doi:10.1201/9780429273285>.

Version: 2.1
Depends: R (≥ 3.5)
Published: 2024-01-10
DOI: 10.32614/CRAN.package.astsa
Author: David Stoffer [aut, cre], Nicky Poison [ctb, mus, spy]
Maintainer: David Stoffer <stoffer at pitt.edu>
BugReports: https://github.com/nickpoison/astsa/issues
License: GPL-3
URL: https://dsstoffer.github.io/, https://nickpoison.github.io/
NeedsCompilation: no
Materials: README
In views: TimeSeries
CRAN checks: astsa results

Documentation:

Reference manual: astsa.pdf

Downloads:

Package source: astsa_2.1.tar.gz
Windows binaries: r-devel: astsa_2.1.zip, r-release: astsa_2.1.zip, r-oldrel: astsa_2.1.zip
macOS binaries: r-release (arm64): astsa_2.1.tgz, r-oldrel (arm64): astsa_2.1.tgz, r-release (x86_64): astsa_2.1.tgz, r-oldrel (x86_64): astsa_2.1.tgz
Old sources: astsa archive

Reverse dependencies:

Reverse depends: ForeComp, nortestARMA
Reverse imports: AnomalyScore, bayesforecast, ctsfeatures, ForeCA, otsfeatures, tswge
Reverse suggests: VLMC

Linking:

Please use the canonical form https://CRAN.R-project.org/package=astsa to link to this page.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.