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, .


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Reference manual

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install.packages("astsa")

1.10 by David Stoffer, 2 months ago


https://github.com/nickpoison/astsa, http://www.stat.pitt.edu/stoffer/tsa4/, http://www.stat.pitt.edu/stoffer/tsda/


Browse source code at https://github.com/cran/astsa


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