astsa — applied statistical time series analysis

    ASTSA ...

… 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 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.