{
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  "Package": "astsa",
  "Type": "Package",
  "Title": "Applied Statistical Time Series Analysis",
  "Version": "2.5",
  "Date": "2026-03-113",
  "Author": "David Stoffer [aut, cre], Nicky Poison [ctb, mus, spy]",
  "Authors@R": "c(person(given = \"David\",\nfamily = \"Stoffer\",\nrole = c(\"aut\", \"cre\"),\nemail = \"stoffer@pitt.edu\"),\nperson(given = \"Nicky\",\nfamily = \"Poison\",\nrole = c(\"ctb\", \"mus\", \"spy\")))",
  "Maintainer": "David Stoffer <stoffer@pitt.edu>",
  "BugReports": "https://github.com/nickpoison/astsa/issues",
  "Description": "Contains data sets and scripts for analyzing time series\nin both the frequency and time domains including state space\nmodeling as well as supporting the texts Time Series Analysis\nand Its Applications: With R Examples (5th ed), by R.H. Shumway\nand D.S. Stoffer. Springer Texts in Statistics, 2025,\n<DOI:10.1007/978-3-031-70584-7>, and Time Series: A Data\nAnalysis Approach Using R (2nd ed). Chapman-Hall, 2026,\n<https://www.routledge.com/Time-Series-A-Data-Analysis-Approach-Using-R/Shumway-Stoffer/p/book/9781041031642>.\nMost scripts are designed to require minimal input to produce\naesthetically pleasing output for ease of use in live\ndemonstrations and course work.",
  "URL": "https://dsstoffer.github.io/, https://nickpoison.github.io/",
  "License": "GPL (>= 2)",
  "LazyLoad": "yes",
  "LazyData": "yes",
  "NeedsCompilation": "no",
  "Packaged": {
    "Date": "2026-05-10 08:46:21 UTC",
    "User": "root"
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  "Date/Publication": "2026-03-11 09:20:08 UTC",
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      "class": [
        "ts"
      ],
      "fields": [],
      "table": false,
      "tojson": true
    },
    {
      "name": "MEI2",
      "title": "Multivariate El Nino/Southern Oscillation Index (version 2)",
      "object": "MEI2",
      "class": [
        "ts"
      ],
      "fields": [],
      "table": false,
      "tojson": true
    },
    {
      "name": "Months",
      "title": "Month Labels",
      "object": "Months",
      "class": [
        "character"
      ],
      "fields": [],
      "table": false,
      "tojson": true
    },
    {
      "name": "nyse",
      "title": "Returns of the New York Stock Exchange",
      "object": "nyse",
      "class": [
        "ts"
      ],
      "fields": [],
      "table": false,
      "tojson": true
    },
    {
      "name": "oil",
      "title": "Crude oil, WTI spot price FOB",
      "object": "oil",
      "class": [
        "ts"
      ],
      "fields": [],
      "table": false,
      "tojson": true
    },
    {
      "name": "part",
      "title": "Particulate levels from the LA pollution study",
      "object": "part",
      "class": [
        "ts"
      ],
      "fields": [],
      "table": false,
      "tojson": true
    },
    {
      "name": "PLT",
      "title": "Platelet Levels",
      "object": "PLT",
      "class": [
        "ts"
      ],
      "fields": [],
      "table": false,
      "tojson": true
    },
    {
      "name": "polio",
      "title": "Poliomyelitis cases in US",
      "object": "polio",
      "class": [
        "ts"
      ],
      "fields": [],
      "table": false,
      "tojson": true
    },
    {
      "name": "prodn",
      "title": "Monthly Federal Reserve Board Production Index",
      "object": "prodn",
      "class": [
        "ts"
      ],
      "fields": [],
      "table": false,
      "tojson": true
    },
    {
      "name": "qinfl",
      "title": "Quarterly Inflation",
      "object": "qinfl",
      "class": [
        "ts"
      ],
      "fields": [],
      "table": false,
      "tojson": true
    },
    {
      "name": "qintr",
      "title": "Quarterly Interest Rate",
      "object": "qintr",
      "class": [
        "ts"
      ],
      "fields": [],
      "table": false,
      "tojson": true
    },
    {
      "name": "rec",
      "title": "Recruitment (number of new fish index)",
      "object": "rec",
      "class": [
        "ts"
      ],
      "fields": [],
      "table": false,
      "tojson": true
    },
    {
      "name": "sales",
      "title": "Sales",
      "object": "sales",
      "class": [
        "ts"
      ],
      "fields": [],
      "table": false,
      "tojson": true
    },
    {
      "name": "salmon",
      "title": "Monthly export price of salmon",
      "object": "salmon",
      "class": [
        "ts"
      ],
      "fields": [],
      "table": false,
      "tojson": true
    },
    {
      "name": "salt",
      "title": "Salt Profiles",
      "object": "salt",
      "class": [
        "ts"
      ],
      "fields": [],
      "table": false,
      "tojson": true
    },
    {
      "name": "saltemp",
      "title": "Temperature Profiles",
      "object": "saltemp",
      "class": [
        "ts"
      ],
      "fields": [],
      "table": false,
      "tojson": true
    },
    {
      "name": "sleep1",
      "title": "Sleep State and Movement Data - Group 1",
      "object": "sleep1",
      "class": [
        "list"
      ],
      "fields": [],
      "table": true,
      "tojson": true
    },
    {
      "name": "sleep2",
      "title": "Sleep State and Movement Data - Group 2",
      "object": "sleep2",
      "class": [
        "list"
      ],
      "fields": [],
      "table": true,
      "tojson": true
    },
    {
      "name": "so2",
      "title": "SO2 levels from the LA pollution study",
      "object": "so2",
      "class": [
        "ts"
      ],
      "fields": [],
      "table": false,
      "tojson": true
    },
    {
      "name": "soi",
      "title": "Southern Oscillation Index",
      "object": "soi",
      "class": [
        "ts"
      ],
      "fields": [],
      "table": false,
      "tojson": true
    },
    {
      "name": "soiltemp",
      "title": "Spatial Grid of Surface Soil Temperatures",
      "object": "soiltemp",
      "class": [
        "matrix",
        "array"
      ],
      "fields": {},
      "rows": 64,
      "table": true,
      "tojson": true
    },
    {
      "name": "sp500.gr",
      "title": "Returns of the S&P 500",
      "object": "sp500.gr",
      "class": [
        "ts"
      ],
      "fields": [],
      "table": false,
      "tojson": true
    },
    {
      "name": "sp500w",
      "title": "Weekly Growth Rate of the Standard and Poor's 500",
      "object": "sp500w",
      "class": [
        "xts",
        "zoo"
      ],
      "fields": [
        "Close"
      ],
      "rows": 509,
      "table": false,
      "tojson": false
    },
    {
      "name": "speech",
      "title": "Speech Recording",
      "object": "speech",
      "class": [
        "ts"
      ],
      "fields": [],
      "table": false,
      "tojson": true
    },
    {
      "name": "star",
      "title": "Variable Star",
      "object": "star",
      "class": [
        "ts"
      ],
      "fields": [],
      "table": false,
      "tojson": true
    },
    {
      "name": "sunspotz",
      "title": "Biannual Sunspot Numbers",
      "object": "sunspotz",
      "class": [
        "ts"
      ],
      "fields": [],
      "table": false,
      "tojson": true
    },
    {
      "name": "tempr",
      "title": "Temperatures from the LA pollution study",
      "object": "tempr",
      "class": [
        "ts"
      ],
      "fields": [],
      "table": false,
      "tojson": true
    },
    {
      "name": "unemp",
      "title": "U.S. Unemployment",
      "object": "unemp",
      "class": [
        "ts"
      ],
      "fields": [],
      "table": false,
      "tojson": true
    },
    {
      "name": "UnempRate",
      "title": "U.S. Unemployment Rate",
      "object": "UnempRate",
      "class": [
        "ts"
      ],
      "fields": [],
      "table": false,
      "tojson": true
    },
    {
      "name": "USpop",
      "title": "U.S. Population - 1900 to 2010",
      "object": "USpop",
      "class": [
        "ts"
      ],
      "fields": [],
      "table": false,
      "tojson": true
    },
    {
      "name": "USpop20",
      "title": "U.S. Population - 1900 to 2020",
      "object": "USpop20",
      "class": [
        "ts"
      ],
      "fields": [],
      "table": false,
      "tojson": true
    },
    {
      "name": "varve",
      "title": "Annual Varve Series",
      "object": "varve",
      "class": [
        "ts"
      ],
      "fields": [],
      "table": false,
      "tojson": true
    },
    {
      "name": "WBC",
      "title": "White Blood Cell Levels",
      "object": "WBC",
      "class": [
        "ts"
      ],
      "fields": [],
      "table": false,
      "tojson": true
    }
  ],
  "_help": [
    {
      "page": "astsa-package",
      "title": "Applied Statistical Time Series Analysis (more than just data)",
      "topics": [
        "astsa-package",
        "astsa"
      ]
    },
    {
      "page": "acf1",
      "title": "Plot and print ACF or PACF of a time series",
      "topics": [
        "acf1"
      ]
    },
    {
      "page": "acf2",
      "title": "Plot and print ACF and PACF of a time series",
      "topics": [
        "acf2"
      ]
    },
    {
      "page": "acfm",
      "title": "ACF and CCF for Multiple Time Series",
      "topics": [
        "acfm"
      ]
    },
    {
      "page": "ar.boot",
      "title": "Bootstrap Distribution of AR Model Parameters",
      "topics": [
        "ar.boot"
      ]
    },
    {
      "page": "ar.mcmc",
      "title": "Fit Bayesian AR Model",
      "topics": [
        "ar.mcmc"
      ]
    },
    {
      "page": "ar1miss",
      "title": "AR with Missing Values",
      "topics": [
        "ar1miss"
      ]
    },
    {
      "page": "arf",
      "title": "Simulated ARFIMA",
      "topics": [
        "arf"
      ]
    },
    {
      "page": "arma.check",
      "title": "Check an ARMA Model for Causality, Invertibility, and Parameter Redundancy",
      "topics": [
        "arma.check"
      ]
    },
    {
      "page": "arma.spec",
      "title": "Spectral Density of an ARMA Model",
      "topics": [
        "arma.spec"
      ]
    },
    {
      "page": "ARMAtoAR",
      "title": "Convert ARMA Process to Infinite AR Process",
      "topics": [
        "ARMAtoAR"
      ]
    },
    {
      "page": "astsa.col",
      "title": "astsa color palette with transparency or a color wheel",
      "topics": [
        "astsa.col"
      ]
    },
    {
      "page": "autoParm",
      "title": "autoParm - Structural Break Estimation Using AR Models",
      "topics": [
        "autoParm"
      ]
    },
    {
      "page": "autoSpec",
      "title": "autoSpec - Changepoint Detection of Narrowband Frequency Changes",
      "topics": [
        "autoSpec"
      ]
    },
    {
      "page": "bart",
      "title": "Bartlett Kernel",
      "topics": [
        "bart"
      ]
    },
    {
      "page": "BCJ",
      "title": "Daily Returns of Three Banks",
      "topics": [
        "BCJ"
      ]
    },
    {
      "page": "beamd",
      "title": "Infrasonic Signal from a Nuclear Explosion",
      "topics": [
        "beamd"
      ]
    },
    {
      "page": "birth",
      "title": "U.S. Monthly Live Births",
      "topics": [
        "birth"
      ]
    },
    {
      "page": "blood",
      "title": "Daily Blood Work with Missing Values",
      "topics": [
        "blood"
      ]
    },
    {
      "page": "bnrf1ebv",
      "title": "Nucleotide sequence - BNRF1 Epstein-Barr",
      "topics": [
        "bnrf1ebv"
      ]
    },
    {
      "page": "bnrf1hvs",
      "title": "Nucleotide sequence - BNRF1 of Herpesvirus saimiri",
      "topics": [
        "bnrf1hvs"
      ]
    },
    {
      "page": "cardox",
      "title": "Monthly Carbon Dioxide Levels at Mauna Loa",
      "topics": [
        "cardox"
      ]
    },
    {
      "page": "ccf2",
      "title": "Cross Correlation",
      "topics": [
        "ccf2"
      ]
    },
    {
      "page": "chicken",
      "title": "Monthly price of a pound of chicken",
      "topics": [
        "chicken"
      ]
    },
    {
      "page": "climhyd",
      "title": "Lake Shasta inflow data",
      "topics": [
        "climhyd"
      ]
    },
    {
      "page": "cmort",
      "title": "Cardiovascular Mortality from the LA Pollution study",
      "topics": [
        "cmort"
      ]
    },
    {
      "page": "cpg",
      "title": "Hard Drive Cost per GB",
      "topics": [
        "cpg"
      ]
    },
    {
      "page": "detrend",
      "title": "Detrend a Time Series",
      "topics": [
        "detrend"
      ]
    },
    {
      "page": "djia",
      "title": "Dow Jones Industrial Average",
      "topics": [
        "djia"
      ]
    },
    {
      "page": "dna2vector",
      "title": "Convert DNA Sequence to Indicator Vectors",
      "topics": [
        "dna2vector"
      ]
    },
    {
      "page": "EBV",
      "title": "Entire Epstein-Barr Virus (EBV) Nucleotide Sequence",
      "topics": [
        "EBV"
      ]
    },
    {
      "page": "econ5",
      "title": "Five Quarterly Economic Series",
      "topics": [
        "econ5"
      ]
    },
    {
      "page": "EM",
      "title": "EM Algorithm for State Space Models",
      "topics": [
        "EM"
      ]
    },
    {
      "page": "ENSO",
      "title": "El Nino - Southern Oscillation Index",
      "topics": [
        "ENSO"
      ]
    },
    {
      "page": "EQ5",
      "title": "Seismic Trace of Earthquake number 5",
      "topics": [
        "EQ5"
      ]
    },
    {
      "page": "EQcount",
      "title": "Earthquake Counts",
      "topics": [
        "EQcount"
      ]
    },
    {
      "page": "eqexp",
      "title": "Earthquake and Explosion Seismic Series",
      "topics": [
        "eqexp"
      ]
    },
    {
      "page": "ESS",
      "title": "Effective Sample Size (ESS)",
      "topics": [
        "ESS"
      ]
    },
    {
      "page": "EXP6",
      "title": "Seismic Trace of Explosion number 6",
      "topics": [
        "EXP6"
      ]
    },
    {
      "page": "FDR",
      "title": "Basic False Discovery Rate",
      "topics": [
        "FDR"
      ]
    },
    {
      "page": "ffbs",
      "title": "Forward Filtering Backward Sampling",
      "topics": [
        "ffbs"
      ]
    },
    {
      "page": "flu",
      "title": "Monthly pneumonia and influenza deaths in the U.S., 1968 to 1978.",
      "topics": [
        "flu"
      ]
    },
    {
      "page": "fmri",
      "title": "fMRI - complete data set",
      "topics": [
        "fmri"
      ]
    },
    {
      "page": "fmri1",
      "title": "fMRI Data Used in Chapter 1",
      "topics": [
        "fmri1"
      ]
    },
    {
      "page": "gas",
      "title": "Gas Prices",
      "topics": [
        "gas"
      ]
    },
    {
      "page": "gdp",
      "title": "Quarterly U.S. GDP",
      "topics": [
        "gdp"
      ]
    },
    {
      "page": "GDP23",
      "title": "Quarterly U.S. GDP - updated to 2023",
      "topics": [
        "GDP"
      ]
    },
    {
      "page": "gnp",
      "title": "Quarterly U.S. GNP",
      "topics": [
        "gnp"
      ]
    },
    {
      "page": "GNP23",
      "title": "Quarterly U.S. GNP - updated to 2023",
      "topics": [
        "GNP"
      ]
    },
    {
      "page": "Grid",
      "title": "A Better Add Grid to a Plot",
      "topics": [
        "Grid"
      ]
    },
    {
      "page": "gtemp_both",
      "title": "Global mean land and open ocean temperature deviations, 1850-2023",
      "topics": [
        "gtemp_both"
      ]
    },
    {
      "page": "gtemp_land",
      "title": "Global mean land temperature deviations, 1850-2023",
      "topics": [
        "gtemp_land"
      ]
    },
    {
      "page": "gtemp_ocean",
      "title": "Global mean ocean temperature deviations, 1850-2023",
      "topics": [
        "gtemp_ocean"
      ]
    },
    {
      "page": "gtemp.month",
      "title": "Monthly global average surface temperatures by year",
      "topics": [
        "gtemp.month"
      ]
    },
    {
      "page": "Hare",
      "title": "Snowshoe Hare",
      "topics": [
        "Hare"
      ]
    },
    {
      "page": "HCT",
      "title": "Hematocrit Levels",
      "topics": [
        "HCT"
      ]
    },
    {
      "page": "hor",
      "title": "Hawaiian occupancy rates",
      "topics": [
        "hor"
      ]
    },
    {
      "page": "jj",
      "title": "Johnson and Johnson Quarterly Earnings Per Share",
      "topics": [
        "jj"
      ]
    },
    {
      "page": "Kfilter",
      "title": "Quick Kalman Filter",
      "topics": [
        "Kfilter"
      ]
    },
    {
      "page": "Ksmooth",
      "title": "Quick Kalman Smoother",
      "topics": [
        "Ksmooth"
      ]
    },
    {
      "page": "lag1.plot",
      "title": "Lag Plot - one time series",
      "topics": [
        "lag1.plot"
      ]
    },
    {
      "page": "lag2.plot",
      "title": "Lag Plot - two time series",
      "topics": [
        "lag2.plot"
      ]
    },
    {
      "page": "LagReg",
      "title": "Lagged Regression",
      "topics": [
        "LagReg"
      ]
    },
    {
      "page": "lap",
      "title": "LA Pollution-Mortality Study",
      "topics": [
        "lap"
      ]
    },
    {
      "page": "lap.xts",
      "title": "LA Pollution-Mortality Study: Sampled Daily",
      "topics": [
        "lap.xts"
      ]
    },
    {
      "page": "lead",
      "title": "Leading Indicator",
      "topics": [
        "lead"
      ]
    },
    {
      "page": "Lynx",
      "title": "Canadian Lynx",
      "topics": [
        "Lynx"
      ]
    },
    {
      "page": "matrixpwr",
      "title": "Powers of a Square Matrix",
      "topics": [
        "%^%",
        "matrixpwr"
      ]
    },
    {
      "page": "MEI",
      "title": "Multivariate El Nino/Southern Oscillation Index (version 1)",
      "topics": [
        "MEI"
      ]
    },
    {
      "page": "MEI2",
      "title": "Multivariate El Nino/Southern Oscillation Index (version 2)",
      "topics": [
        "MEI2"
      ]
    },
    {
      "page": "Months",
      "title": "Month Labels",
      "topics": [
        "Months"
      ]
    },
    {
      "page": "mvspec",
      "title": "Univariate and Multivariate Spectral Estimation",
      "topics": [
        "mvspec"
      ]
    },
    {
      "page": "nyse",
      "title": "Returns of the New York Stock Exchange",
      "topics": [
        "nyse"
      ]
    },
    {
      "page": "oil",
      "title": "Crude oil, WTI spot price FOB",
      "topics": [
        "oil"
      ]
    },
    {
      "page": "part",
      "title": "Particulate levels from the LA pollution study",
      "topics": [
        "part"
      ]
    },
    {
      "page": "PLT",
      "title": "Platelet Levels",
      "topics": [
        "PLT"
      ]
    },
    {
      "page": "polio",
      "title": "Poliomyelitis cases in US",
      "topics": [
        "polio"
      ]
    },
    {
      "page": "polyMul",
      "title": "Multiplication of Two Polynomials",
      "topics": [
        "polyMul"
      ]
    },
    {
      "page": "pre.white",
      "title": "Cross-Correlation Analysis With Automatic Prewhitening",
      "topics": [
        "pre.white"
      ]
    },
    {
      "page": "prodn",
      "title": "Monthly Federal Reserve Board Production Index",
      "topics": [
        "prodn"
      ]
    },
    {
      "page": "qinfl",
      "title": "Quarterly Inflation",
      "topics": [
        "qinfl"
      ]
    },
    {
      "page": "qintr",
      "title": "Quarterly Interest Rate",
      "topics": [
        "qintr"
      ]
    },
    {
      "page": "QQnorm",
      "title": "Normal Quantile-Quantile Plot",
      "topics": [
        "QQnorm"
      ]
    },
    {
      "page": "rec",
      "title": "Recruitment (number of new fish index)",
      "topics": [
        "rec"
      ]
    },
    {
      "page": "sales",
      "title": "Sales",
      "topics": [
        "sales"
      ]
    },
    {
      "page": "salmon",
      "title": "Monthly export price of salmon",
      "topics": [
        "salmon"
      ]
    },
    {
      "page": "salt",
      "title": "Salt Profiles",
      "topics": [
        "salt"
      ]
    },
    {
      "page": "saltemp",
      "title": "Temperature Profiles",
      "topics": [
        "saltemp"
      ]
    },
    {
      "page": "sarima",
      "title": "Fit ARIMA Models",
      "topics": [
        "sarima"
      ]
    },
    {
      "page": "sarima.for",
      "title": "ARIMA Forecasting",
      "topics": [
        "sarima.for"
      ]
    },
    {
      "page": "sarima.sim",
      "title": "ARIMA Simulation",
      "topics": [
        "sarima.sim"
      ]
    },
    {
      "page": "scatter.hist",
      "title": "Scatterplot with Marginal Histograms",
      "topics": [
        "scatter.hist"
      ]
    },
    {
      "page": "SigExtract",
      "title": "Signal Extraction And Optimal Filtering",
      "topics": [
        "SigExtract"
      ]
    },
    {
      "page": "sleep1",
      "title": "Sleep State and Movement Data - Group 1",
      "topics": [
        "sleep1"
      ]
    },
    {
      "page": "sleep2",
      "title": "Sleep State and Movement Data - Group 2",
      "topics": [
        "sleep2"
      ]
    },
    {
      "page": "so2",
      "title": "SO2 levels from the LA pollution study",
      "topics": [
        "so2"
      ]
    },
    {
      "page": "soi",
      "title": "Southern Oscillation Index",
      "topics": [
        "soi"
      ]
    },
    {
      "page": "soiltemp",
      "title": "Spatial Grid of Surface Soil Temperatures",
      "topics": [
        "soiltemp"
      ]
    },
    {
      "page": "sp500.gr",
      "title": "Returns of the S&P 500",
      "topics": [
        "sp500.gr"
      ]
    },
    {
      "page": "sp500w",
      "title": "Weekly Growth Rate of the Standard and Poor's 500",
      "topics": [
        "sp500w"
      ]
    },
    {
      "page": "spec.ic",
      "title": "Estimate Spectral Density of a Time Series from AR Fit",
      "topics": [
        "spec.ic"
      ]
    },
    {
      "page": "specenv",
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