Applied Statistical Time Series Analysis

Data sets and scripts to accompany Time Series Analysis and Its Applications: With R Examples (4th ed), by R.H. Shumway and D.S. Stoffer. Springer Texts in Statistics, 2017, , and Time Series: A Data Analysis Approach Using R. Chapman-Hall, 2019, .


Reference manual

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1.10 by David Stoffer, 2 months ago,,

Browse source code at

Authors: David Stoffer

Documentation:   PDF Manual  

Task views: Time Series Analysis

GPL-3 license

Imported by ForeCA, tswge.

Depended on by CepLDA, nortestARMA.

See at CRAN