astsa: Applied Statistical Time Series Analysis

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 coming), by R.H. Shumway and D.S. Stoffer. Springer Texts in Statistics, 2017, <doi:10.1007/978-3-319-52452-8>, and Time Series: A Data Analysis Approach Using R. Chapman-Hall, 2019, <doi:10.1201/9780429273285>.

Version: 2.1
Depends: R (≥ 3.5)
Published: 2024-01-10
DOI: 10.32614/CRAN.package.astsa
Author: David Stoffer [aut, cre], Nicky Poison [ctb, mus, spy]
Maintainer: David Stoffer <stoffer at>
License: GPL-3
NeedsCompilation: no
Materials: README
In views: TimeSeries
CRAN checks: astsa results


Reference manual: astsa.pdf


Package source: astsa_2.1.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): astsa_2.1.tgz, r-oldrel (arm64): astsa_2.1.tgz, r-release (x86_64): astsa_2.1.tgz, r-oldrel (x86_64): astsa_2.1.tgz
Old sources: astsa archive

Reverse dependencies:

Reverse depends: ForeComp, nortestARMA
Reverse imports: bayesforecast, ctsfeatures, ForeCA, otsfeatures, tswge


Please use the canonical form to link to this page.