https://github.com/nickpoison/astsa
R package to accompany Time Series Analysis and Its Applications: With R Examples -and- Time Series: A Data Analysis Approach Using R
https://github.com/nickpoison/astsa
astsa data-analysis data-science dna-sequences em-algorithm kalman-filter missing-data package r state-space-models time-series-analysis
Last synced: 3 months ago
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R package to accompany Time Series Analysis and Its Applications: With R Examples -and- Time Series: A Data Analysis Approach Using R
- Host: GitHub
- URL: https://github.com/nickpoison/astsa
- Owner: nickpoison
- License: gpl-3.0
- Created: 2016-11-25T17:43:41.000Z (about 9 years ago)
- Default Branch: master
- Last Pushed: 2025-10-19T03:42:36.000Z (3 months ago)
- Last Synced: 2025-10-19T14:33:40.550Z (3 months ago)
- Topics: astsa, data-analysis, data-science, dna-sequences, em-algorithm, kalman-filter, missing-data, package, r, state-space-models, time-series-analysis
- Language: R
- Homepage:
- Size: 95.6 MB
- Stars: 134
- Watchers: 11
- Forks: 46
- Open Issues: 0
-
Metadata Files:
- Readme: README.md
- Changelog: NEWS.md
- License: LICENSE
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README
## astsa — applied statistical time series analysis
> The package is now in the folder [astsa_build](https://github.com/nickpoison/astsa/tree/master/astsa_build)
... `astsa` is the R package to accompany the [Springer](https://link.springer.com/book/9783031705830) text, [Time Series Analysis and Its Applications: With R Examples](https://github.com/nickpoison/tsa5/blob/main/textRcode.md) and the [Chapman & Hall](https://www.routledge.com/Time-Series-A-Data-Analysis-Approach-Using-R/Shumway-Stoffer/p/book/9781041031642) text [Time Series: A Data Analysis Approach using R](https://github.com/nickpoison/tsda2/blob/main/Rcode.md).
#### ✨ [NEWS](https://github.com/nickpoison/astsa/blob/master/NEWS.md) has further details about the state of the package and the changelog.
#### ✨ Here is [A Road Map](https://nickpoison.github.io/) if you want a broad view of what is available.
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.
* A demonstration of the capabilities of `astsa` can be found here at [FUN WITH ASTSA](https://github.com/nickpoison/astsa/blob/master/fun_with_astsa/fun_with_astsa.md) .
* The [code for the graduate level text](https://github.com/nickpoison/tsa5/blob/master/textRcode.md) is here: [TSA5](https://github.com/nickpoison/tsa5/blob/master/textRcode.md).
* The updated [code for the data science text](https://github.com/nickpoison/tsda2/blob/master/Rcode.md) is here: [TSDA2](https://github.com/nickpoison/tsda2/blob/master/Rcode.md).
* Python:
- The [code in the first 3 chapters of the Springer text (edition 4) has been converted to Python here.](https://github.com/borisgarbuzov/tsa4-python/tree/master/src)
- And a [Python package that contains many of the datasets from astsa is here.](https://pypi.org/project/astsadata/)
[](https://cran.r-project.org/package=astsa) [](https://www.r-pkg.org/badges/version/astsa) 