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| astsa-package | Applied Statistical Time Series Analysis |
| acf2 | Plot and print ACF and PACF of a time series |
| ar1miss | AR with Missing Values |
| arf | Simulated ARFIMA |
| arma.spec | Spectral Density of an ARMA Model |
| astsa | Applied Statistical Time Series Analysis |
| beamd | Infrasonic Signal from a Nuclear Explosion |
| birth | U.S. Monthly Live Births |
| blood | Daily Blood Work |
| bnrf1ebv | Nucleotide sequence - BNRF1 Epstein-Barr |
| bnrf1hvs | Nucleotide sequence - BNRF1 of Herpesvirus saimiri |
| climhyd | Lake Shasta inflow data |
| cmort | Cardiovascular Mortality from the LA Pollution study |
| djia | Dow Jones Industrial Average |
| econ5 | Five Quarterly Economic Series |
| EM0 | EM Algorithm for Time Invariant State Space Models |
| EM1 | EM Algorithm for General State Space Models |
| EQ5 | Seismic Trace of Earthquake number 5 |
| EQcount | EQ Counts |
| eqexp | Earthquake and Explosion Seismic Series |
| EXP6 | Seismic Trace of Explosion number 6 |
| FDR | Basic False Discovery Rate |
| flu | Monthly pneumonia and influenza deaths in the U.S., 1968 to 1978. |
| fmri | fMRI - complete data set |
| fmri1 | fMRI Data Used in Chapter 1 |
| gas | Gas Prices |
| gnp | Quarterly U.S. GNP |
| gtemp | Global mean land-ocean temperature deviations |
| gtemp2 | Global Mean Surface Air Temperature Deviations |
| HCT | Hematocrit Levels |
| jj | Johnson and Johnson Quarterly Earnings Per Share |
| Kfilter0 | Kalman Filter - Time Invariant Model |
| Kfilter1 | Kalman Filter - Model may be time varying or have inputs |
| Kfilter2 | Kalman Filter - Model may be time varying or have inputs or correlated errors |
| Ksmooth0 | Kalman Filter and Smoother - Time invariant model without inputs |
| Ksmooth1 | Kalman Filter and Smoother - General model |
| Ksmooth2 | Kalman Filter and Smoother - General model, may have correlated errors |
| lag1.plot | Lag Plot - one time series |
| lag2.plot | Lag Plot - two time series |
| LagReg | Lagged Regression |
| lap | LA Pollution-Mortality Study |
| lead | Leading Indicator |
| mvspec | Univariate and Multivariate Spectral Estimation |
| nyse | Returns of the New York Stock Exchange |
| oil | Crude oil, WTI spot price FOB |
| part | Particulate levels from the LA pollution study |
| PLT | Platelet Levels |
| prodn | Monthly Federal Reserve Board Production Index |
| qinfl | Quarterly Inflation |
| qintr | Quarterly Interest Rate |
| rec | Recruitment (number of new fish) |
| sales | Sales |
| salt | Salt Profiles |
| saltemp | Temperature Profiles |
| sarima | Fit ARIMA Models |
| sarima.for | ARIMA Forecasting |
| SigExtract | Signal Extraction And Optimal Filtering |
| so2 | SO2 levels from the LA pollution study |
| soi | Southern Oscillation Index |
| soiltemp | Spatial Grid of Surface Soil Temperatures |
| sp500w | Weekly Growth Rate of the Standard and Poor's 500 |
| speech | Speech Recording |
| star | Variable Star |
| stoch.reg | Frequency Domain Stochastic Regression |
| sunspotz | Biannual Sunspot Numbers |
| SVfilter | Switching Filter (for Stochastic Volatility Models) |
| tempr | Temperatures from the LA pollution study |
| unemp | U.S. Unemployment |
| varve | Annual Varve Series |
| WBC | White Blood Cell Levels |