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 |
Reference manual: | astsa.pdf |
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 depends: | ForeComp, nortestARMA |
Reverse imports: | AnomalyScore, bayesforecast, ctsfeatures, ForeCA, otsfeatures, tswge |
Reverse suggests: | VLMC |
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