astsa
Applied Statistical Time Series Analysis
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), by R.H. Shumway and D.S. Stoffer. Springer Texts in Statistics, 2025, <doi:10.1007/978-3-031-70584-7>, and Time Series: A Data Analysis Approach Using R (2nd ed). Chapman-Hall, 2026, <https://www.routledge.com/Time-Series-A-Data-Analysis-Approach-Using-R/Shumway-Stoffer/p/book/9781041031642>. Most scripts are designed to require minimal input to produce aesthetically pleasing output for ease of use in live demonstrations and course work.
- https://dsstoffer.github.io/
- https://nickpoison.github.io/
- File a bug report
- astsa results
- astsa.pdf
- Version2.4
- R versionR (≥ 3.5)
- LicenseGPL-2
- LicenseGPL-3
- Needs compilation?No
- Last releaselast Monday at 12:00 AM
Documentation
Team
David Stoffer
MaintainerShow author detailsNicky Poison
Show author detailsRolesContributor, mus, spy
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