astsa — applied statistical time series analysis

… more than just data … it’s a palindrome

… astsa includes data sets and scripts for analyzing time series in both the frequency and time domains including state space modeling as well as supporting 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.

We do not 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.

• WARNING: If loaded, the package dplyr may (and probably will) corrupt the base scripts filter and lag that a time series analyst uses often. An easy fix if you’re analyzing time series (or teaching a class) is to (tell students to) do the following if dplyr is going being used:

# [1] either detach it if it's loaded and no
detach(package:dplyr)  

# [2] or fix it yourself when loading dplyr 
# this is a great idea from  https://stackoverflow.com/a/65186251
library(dplyr, exclude = c("filter", "lag"))  # remove the culprits
Lag <- dplyr::lag            # and do what the dplyr ... 
Filter <- dplyr::filter      # ... maintainer refuses to do
# then use `Lag` and `Filter` in dplyr scripts and
# `lag` and `filter` can be use as originally intended

# [3] or just take back the commands
filter = stats::filter
lag = stats::lag

# in this case, you can still use these for dplyr
Lag <- dplyr::lag     
Filter <- dplyr::filter 

• 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 code for the graduate level text is here: TSA5.

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

• Python

  • The code in the first 3 chapters of the Springer text (ed 4) has been converted to Python here.

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