astsa

Convert ARMA Process to Infinite AR Process

EM Algorithm for Time Invariant State Space Models

EM Algorithm for General State Space Models

Seismic Trace of Earthquake number 5

EQ Counts

Seismic Trace of Explosion number 6

Basic False Discovery Rate

A Better Add Grid to a Plot

Hematocrit Levels

Snowshoe Hare

Kalman Filter - Time Invariant Model

Kalman Filter - Model may be time varying or have inputs

Kalman Filter - Model may be time varying or have inputs or correlated errors

Kalman Filter and Smoother - Time invariant model without inputs

Kalman Filter and Smoother - General model

Kalman Filter and Smoother - General model, may have correlated errors

Lagged Regression

Canadian Lynx

Platelet Levels

Switching Filter (for Stochastic Volatility Models)

Signal Extraction And Optimal Filtering

U.S. Unemployment Rate

White Blood Cell Levels

Plot and print ACF or PACF of a time series

Plot and print ACF and PACF of a time series

AR with Missing Values

Simulated ARFIMA

Spectral Density of an ARMA Model

Applied Statistical Time Series Analysis

Infrasonic Signal from a Nuclear Explosion

U.S. Monthly Live Births

Daily Blood Work

Nucleotide sequence - BNRF1 Epstein-Barr

Nucleotide sequence - BNRF1 of Herpesvirus saimiri

Monthly Carbon Dioxide Levels at Mauna Loa

Cross Correlation

Monthly price of a pound of chicken

Lake Shasta inflow data

Cardiovascular Mortality from the LA Pollution study

Hard Drive Cost per GB

Dow Jones Industrial Average

Five Quarterly Economic Series

Earthquake and Explosion Seismic Series

Monthly pneumonia and influenza deaths in the U.S., 1968 to 1978.

fMRI - complete data set

fMRI Data Used in Chapter 1

Gas Prices

Quarterly U.S. GDP

Global mean land-ocean temperature deviations to 2015

Global mean land (only) temperature deviations to 2015

Quarterly U.S. GNP

Global mean land-ocean temperature deviations

Global Mean Surface Air Temperature Deviations

Global mean land temperature deviations - updated to 2017

Global mean ocean temperature deviations - updated to 2017

Hawaiian occupancy rates

Johnson and Johnson Quarterly Earnings Per Share

Lag Plot - one time series

Lag Plot - two time series

LA Pollution-Mortality Study

Leading Indicator

Univariate and Multivariate Spectral Estimation

Returns of the New York Stock Exchange

Crude oil, WTI spot price FOB

Particulate levels from the LA pollution study

Poliomyelitis cases in US

Multiplication of Two Polynomials

Monthly Federal Reserve Board Production Index

Quarterly Inflation

Quarterly Interest Rate

Recruitment (number of new fish index)

Sales

Monthly export price of salmon

Salt Profiles

Temperature Profiles

Fit ARIMA Models

ARIMA Forecasting

ARIMA Simulation

SO2 levels from the LA pollution study

Southern Oscillation Index

Spatial Grid of Surface Soil Temperatures

Weekly Growth Rate of the Standard and Poor's 500

Estimate Spectral Density of a Time Series from AR Fit

Speech Recording

State Space Model

Variable Star

Frequency Domain Stochastic Regression

Biannual Sunspot Numbers

Temperatures from the LA pollution study

Time Series Plot

U.S. Unemployment

Annual Varve Series