astsa2.4 package

Plot and print ACF or PACF of a time series

Plot and print ACF and PACF of a time series

ACF and CCF for Multiple Time Series

Bootstrap Distribution of AR Model Parameters

Fit Bayesian AR Model

Check an ARMA Model for Causality, Invertibility, and Parameter Redund...

Spectral Density of an ARMA Model

Convert ARMA Process to Infinite AR Process

Applied Statistical Time Series Analysis (more than just data)

astsa color palette with transparency or a color wheel

autoParm - Structural Break Estimation Using AR Models

autoSpec - Changepoint Detection of Narrowband Frequency Changes

Bartlett Kernel

Cross Correlation

Detrend a Time Series

Convert DNA Sequence to Indicator Vectors

EM Algorithm for State Space Models

Effective Sample Size (ESS)

Basic False Discovery Rate

Forward Filtering Backward Sampling

A Better Add Grid to a Plot

Quick Kalman Filter

Quick Kalman Smoother

Lag Plot - one time series

Lag Plot - two time series

Lagged Regression

Powers of a Square Matrix

Univariate and Multivariate Spectral Estimation

Multiplication of Two Polynomials

Cross-Correlation Analysis With Automatic Prewhitening

Normal Quantile-Quantile Plot

ARIMA Forecasting

Fit ARIMA Models

ARIMA Simulation

Scatterplot with Marginal Histograms

Signal Extraction And Optimal Filtering

Estimate Spectral Density of a Time Series from AR Fit

Spectral Envelope

State Space Model

Frequency Domain Stochastic Regression

Fit Bayesian Stochastic Volatility Model

Stochastic Volatility Model with Feedback via MLE

Test Linearity of a Time Series via Normalized Bispectrum

Convert eXtensible Time Series Dates to Decimal Dates

Estimate Trend

Scatterplot Matrix for Time Series

Time Series Plot

t-table summary for an lm object