Skip to content

astsa

Applied Statistical Time Series Analysis

v2.4 · Dec 14, 2025 · GPL (>= 2)

Description

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.

Downloads

9.3K

Last 30 days

1264th

20K

Last 90 days

20K

Last year

Trend: -12.7% (30d vs prior 30d)

CRAN Check Status

14 OK
Show all 14 flavors
Flavor Status
r-devel-linux-x86_64-debian-clang OK
r-devel-linux-x86_64-debian-gcc OK
r-devel-linux-x86_64-fedora-clang OK
r-devel-linux-x86_64-fedora-gcc OK
r-devel-macos-arm64 OK
r-devel-windows-x86_64 OK
r-oldrel-macos-arm64 OK
r-oldrel-macos-x86_64 OK
r-oldrel-windows-x86_64 OK
r-patched-linux-x86_64 OK
r-release-linux-x86_64 OK
r-release-macos-arm64 OK
r-release-macos-x86_64 OK
r-release-windows-x86_64 OK
Check details (14 non-OK)
OK r-devel-linux-x86_64-debian-clang

*


            
OK r-devel-linux-x86_64-debian-gcc

*


            
OK r-devel-linux-x86_64-fedora-clang

*


            
OK r-devel-linux-x86_64-fedora-gcc

*


            
OK r-devel-macos-arm64

*


            
OK r-devel-windows-x86_64

*


            
OK r-oldrel-macos-arm64

*


            
OK r-oldrel-macos-x86_64

*


            
OK r-oldrel-windows-x86_64

*


            
OK r-patched-linux-x86_64

*


            
OK r-release-linux-x86_64

*


            
OK r-release-macos-arm64

*


            
OK r-release-macos-x86_64

*


            
OK r-release-windows-x86_64

*


            

Check History

OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026

Reverse Dependencies (8)

depends

suggests

Dependency Network

Dependencies Reverse dependencies nortestARMA AnomalyScore ForeCA ForeComp ctsfeatures otsfeatures tswge VLMC astsa

Version History

new 2.4 Mar 9, 2026