https://github.com/nickpoison/tsa4
R code for Time Series Analysis and Its Applications, Ed 4
https://github.com/nickpoison/tsa4
astsa data-analysis data-science em-algorithm frequency-domain kalman-filter missing-data r state-space-models time-domain time-series-analysis
Last synced: 3 months ago
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R code for Time Series Analysis and Its Applications, Ed 4
- Host: GitHub
- URL: https://github.com/nickpoison/tsa4
- Owner: nickpoison
- Created: 2016-12-01T02:04:44.000Z (about 9 years ago)
- Default Branch: master
- Last Pushed: 2024-11-08T20:30:50.000Z (about 1 year ago)
- Last Synced: 2024-11-08T21:36:36.538Z (about 1 year ago)
- Topics: astsa, data-analysis, data-science, em-algorithm, frequency-domain, kalman-filter, missing-data, r, state-space-models, time-domain, time-series-analysis
- Homepage:
- Size: 229 KB
- Stars: 158
- Watchers: 9
- Forks: 65
- Open Issues: 0
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Metadata Files:
- Readme: README.md
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README
#### ✨ Here is [A Road Map](https://nickpoison.github.io/) if you want a broad view of what is available.
✨ Follow this link if you are looking for the [5th Edition](https://github.com/nickpoison/tsa5/)
## tsa4
- All the (updated) code used in the text is in [textRcode.md](https://github.com/nickpoison/tsa4/blob/master/textRcode.md)
- Edition 4 errata is here: [Errata](https://github.com/nickpoison/tsa4/blob/master/Errata.md)
## astsa
- The home of [astsa - the package for the text](https://github.com/nickpoison/astsa) is here too.
- See the [NEWS](https://github.com/nickpoison/astsa/blob/master/NEWS.md) for further details about the state of the package and the changelog.
- 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)
## python
- The [code in the first 3 chapters of the text has been converted to Python here.](https://github.com/borisgarbuzov/tsa4-python/tree/master/src)
- And a [Python package that contains datasets from `astsa` is here.](https://pypi.org/project/astsadata/)
- _Why use Python if you can use R?_ -Mr Natural
