astsa — applied statistical time series analysis

… more than just data

… astsa is the R package to accompany the Springer text, Time Series Analysis and Its Applications: With R Examples and the Chapman & Hall text Time Series: A Data Analysis Approach using R.

Note that scripts starting with x will be phased out eventually. Old code will run by adding an x; e.g., xKfilter1(...) instead of Kfilter1().

We won’t always push the latest version of the package to CRAN, but the latest working version of the package will always be at Github.

• The ROAD MAP is a good place to start to find all the links to the webpages for the texts and some help on using R for time series analysis.

• See the NEWS for further details about the state of the package, how to install the latest version, and the changelog.

• A list of data sets, scripts, and demonstrations of the capabilities of astsa can be found at FUN WITH ASTSA… it’s more fun than high school.

• The updated code for the graduate level text is here: TSA4.

• The updated code for the data science text is here: TSDA.

• Python

  • The code in the first 3 chapters of the Springer text has been converted to Python here.

  • And a Python package that contains datasets from astsa is here.

The Springer text was written under version 1.8 and the Chapman & Hall text was written under version 1.9. Later versions will work for both texts with only some minor changes that won’t affect any of the data analysis.