CRAN/E | astsa

astsa

Applied Statistical Time Series Analysis

Installation

About

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.

dsstoffer.github.io/
nickpoison.github.io/
Bug report File report

Key Metrics

Version 2.1
R ≥ 3.5
Published 2024-01-10 108 days ago
Needs compilation? no
License GPL-3
CRAN checks astsa results

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Maintainer

Maintainer

David Stoffer

stoffer@pitt.edu

Authors

David Stoffer

aut / cre

Nicky Poison

ctb / mus

spy

Material

README
Reference manual
Package source

In Views

TimeSeries

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

astsa archive

Depends

R ≥ 3.5

Reverse Depends

ForeComp
nortestARMA

Reverse Imports

bayesforecast
ctsfeatures
ForeCA
otsfeatures
tswge