astsa

2.5

Applied Statistical Time Series Analysis

7packages depend

125.2Kdownloads / year

–test coverage

13/13checks pass

Overview

About

Maintained by David StofferFirst published 2012-06-2123 releasesCRAN page ↗GitHub ↗

Contains data sets and scripts for analyzing time series in both the frequency and time domains including state space modeling as well as supporting the texts Time Series Analysis and Its Applications: With R Examples (5th ed), by R.H. Shumway and D.S. Stoffer. Springer Texts in Statistics, 2025, DOI:10.1007/978-3-031-70584-7, and Time Series: A Data Analysis Approach Using R (2nd ed). Chapman-Hall, 2026, https://www.routledge.com/Time-Series-A-Data-Analysis-Approach-Using-R/Shumway-Stoffer/p/book/9781041031642. Most scripts are designed to require minimal input to produce aesthetically pleasing output for ease of use in live demonstrations and course work.

Install

R (CRAN)pak (dev)Ubuntu (r2u)Fedora (COPR)openSUSE (OBS)

install.packages("astsa", repos = "https://cloud.r-project.org/")

Installs the current CRAN release. Prebuilt binaries on Windows and macOS.

if (!requireNamespace("pak", quietly = TRUE))
  install.packages("pak", repos = "https://cloud.r-project.org/")
pak::pak("nickpoison/astsa")

Development version from nickpoison/astsa. Installs pak first if it is not already available.

Release

# enable cranapt (r2u) if it is not already set up, then install
grep -rqs r2u.stat.illinois.edu /etc/apt/sources.list /etc/apt/sources.list.d/ \
  || curl -fsSL https://raw.githubusercontent.com/eddelbuettel/r2u/master/inst/scripts/add_cranapt_noble.sh | sudo bash
sudo apt install -y r-cran-astsa

Fast Ubuntu binaries via r2u (no compilation). The cranapt setup runs once and is skipped when it is already enabled.

bspm (used by r2u) also needs make: sudo apt install make

# enable the iucar/cran COPR if it is not already present, then install
ls /etc/yum.repos.d/*iucar*cran*.repo >/dev/null 2>&1 \
  || sudo dnf copr enable -y iucar/cran
sudo dnf install -y R-CRAN-astsa

RPMs from the iucar/cran COPR, rebuilt from CRAN.

For install.packages() integration in R, also: sudo dnf install R-CoprManager

# add the autoCRAN OBS repo (Tumbleweed) if it is missing, then install
zypper -q lr | grep -qi autoCRAN \
  || sudo zypper addrepo https://download.opensuse.org/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Tumbleweed/devel:languages:R:autoCRAN.repo
sudo zypper install -y R-astsa

RPMs auto-built from CRAN on openSUSE OBS (Tumbleweed).

Health

CRAN checks

13OK

Slowest check: 2.9 min · r-devel-linux-x86_64-fedora-clang

Code health

None

Tests · ratio 0.00

not tracked

Coverage

Dependencies · direct

Check history

OK2026-03-10
14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

READMEYes · 365 wordsVignettesNopkgdown siteNoNEWSYes · 67% structuredCode of conductNoContributing guideNo

Examples that run: 86%
Documented parameters: not tracked
Return-value docs: not tracked
References docs: 100%

Downloads

125.2K

CRAN downloads in the past year

Rank #1,493 · ~343/day · ~10.4K/mo

Releases R versions

Daily download trend is not available in this view yet.

5K30 days

20.5K90 days

125.2K1 year

Compare downloads with other packages →

Also on342 r2u45 autocran12.2K conda_forge107 c2d4u

Repository

GitHub ↗ nickpoison/astsa

138Stars

46Forks

0Open issues

0Open PRs

0Releases

2,037Commits

3Contributors

time-series-analysisastsadata-analysisdata-sciencedna-sequencesstate-space-modelskalman-filterem-algorithm

License GPL-3.0 · 2,037 commits · Last activity 2026-07-20 · 0% stars, 30d

Stars over time

2025-07-05 · 1282026-07-07 · 138

Repository practices

Upstream repositoryBeta

Checks run against github.com/nickpoison/astsa on 2026-07-19.

No development-tooling practices detected in the upstream repository.

How this is detected·Detection ruleset v1 (2026-07-18)

Dependencies

Declared dependencies

0 external dependencies (excludes base and recommended)

Depends (1)

R >= 3.5

Imports (0)

none

LinkingTo (0)

none

Suggests (0)

none

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

7direct

1indirect

nortestARMA ForeCA ForeComp ctsfeatures otsfeatures tswge VLMC

Code & Tests

Code Composition

Rd 6,098 (59%)R 4,290 (41%)

Code characteristics

Cyclomatic complexity: 7.0 median / 40 max

Test coverage

Line coverage

–

Expression

–

Tests / Examples

–

Functions

87 0 exported

Complexity

8.7 avg / 40 max

Call network

87 nodes / 95 edges

Call graph

Open call graph →

Loading call graph…

Lowest coverage

Per-function coverage is not measured for this package yet.

Datasets

Bundled datasets · 61

Name	Class	Rows × Cols	Also ships in
EBV	vector	–	–
ENSO	ts	–	–
EQ5	ts	–	–
EQcount	ts	–	–
EXP6	ts	–	–
GDP	ts	–	–
GNP	ts	–	–
HCT	ts	–	–
Hare	ts	–	–
Lynx	ts	–	–
MEI	ts	–	–
MEI2	ts	–	–
Months	vector	–	–
PLT	ts	–	–
USpop	ts	–	–
USpop20	ts	–	–
UnempRate	ts	–	–
WBC	ts	–	–
ar1miss	ts	–	–
arf	ts	–	–
beamd	data.frame	2,048 × 3	–
birth	ts	–	in 2 packages
bnrf1ebv	ts	–	–
bnrf1hvs	ts	–	–
cardox	ts	–	–
chicken	ts	–	–
climhyd	data.frame	454 × 6	–
cmort	ts	–	in 2 packages
cpg	ts	–	–
eqexp	data.frame	2,048 × 17	–
flu	ts	–	in 3 packages
gas	ts	–	–
gdp	ts	–	–
gnp	ts	–	–
gtemp_both	ts	–	in 2 packages
gtemp_land	ts	–	in 2 packages
gtemp_ocean	ts	–	in 2 packages
hor	ts	–	–
jj	ts	–	in 4 packages
lead	ts	–	–
nyse	ts	–	–
oil	ts	–	–
part	ts	–	–
polio	ts	–	in 5 packages
prodn	ts	–	–
qinfl	ts	–	–
qintr	ts	–	–
rec	ts	–	–
sales	ts	–	in 2 packages
salmon	ts	–	–
salt	ts	–	–
saltemp	ts	–	–
so2	ts	–	–
soi	ts	–	–
sp500.gr	ts	–	–
speech	ts	–	–
star	ts	–	–
sunspotz	ts	–	–
tempr	ts	–	–
unemp	ts	–	–
varve	ts	–	–

People & History

People (2)

Maintainer (1)

David Stoffer

Author, Maintainer

Authors (1)

David Stoffer

Author, Maintainer

Contributors (1)

Nicky Poison

Contributor, mus, spy · added in 1.15

Package Timeline

23 releases. Pick two to compare their code metrics. R releases are shown for context.

R
R 4.6.0 released · 2026-04-24
2.5Latest
2026-03-11 · current release · diff ↗
2.4
2025-12-15 · diff ↗
2.3
2025-08-21 · diff ↗
R
R 4.5.0 released · 2025-04-11
2.2
2025-01-16 · diff ↗
R
R 4.4.0 released · 2024-04-24
2.1
2024-01-11 · diff ↗
R
R 4.3.0 released · 2023-04-21
2.0
2023-01-09 · diff ↗
1.16
2022-08-28 · diff ↗
1.15
2022-05-09 · diff ↗
R
R 4.2.0 released · 2022-04-22
1.14
2021-09-02 · diff ↗
R
R 4.1.0 released · 2021-05-18
1.13
2021-05-15 · diff ↗

Show 22 earlier events

1.12
2020-12-17 · diff ↗
1.11
2020-12-05 · diff ↗
1.10
2020-05-01 · diff ↗
R
R 4.0.0 released · 2020-04-24
1.9
2019-05-08 · diff ↗
R
R 3.6.0 released · 2019-04-26
R
R 3.5.0 released · 2018-04-23
1.8
2017-12-15 · diff ↗
R
R 3.4.0 released · 2017-04-21
1.7
2016-12-22 · diff ↗
1.6
2016-09-28 · diff ↗
1.5
2016-07-31 · diff ↗
1.4
2016-06-29 · diff ↗
R
R 3.3.0 released · 2016-05-03
R
R 3.2.0 released · 2015-04-16
1.3
2014-10-27 · diff ↗
R
R 3.1.0 released · 2014-04-10
1.2
2014-03-17 · diff ↗
R
R 3.0.0 released · 2013-04-03
1.1
2012-07-16 · diff ↗
1.0
2012-06-21
R
R 2.15.0 released · 2012-03-30

Package metadata

First published: 2012-06-21
Total releases: 23 / 14 yrs
License: GPL (>= 2) OSI
Minimum R: ≥ 3.5
Bundled data: 741 KB / 74 files
Download size: 858 KB
Installed size: not tracked yet
With dependencies: not tracked yet

Appears in task views

Time Series Analysis

Report a problem with this page →