astsa: Applied Statistical Time Series Analysis Data and Scripts

Data sets and scripts for analyzing time series in both the frequency and time domains, including state space modeling. The collection supports the textbooks 'Time Series Analysis and Its Applications: With R Examples' (5th ed, 2025) and 'Time Series: A Data Analysis Approach Using R' (2nd ed, 2026). Most scripts are designed to require minimal input to produce aesthetically pleasing output for ease of use in live demonstrations and course work.

Use Cases

• Teaching time series analysis concepts based on the provided textbook examples and scripts.
• Demonstrating state space modeling techniques based on the included data sets.
• Analyzing time series in the frequency domain using the supplied analysis scripts.
• Conducting live coding demonstrations based on scripts designed for minimal input.

Strengths

• Directly supports two major academic textbooks on time series analysis (5th ed, 2025 and 2nd ed, 2026).
• Scripts are designed for minimal input to produce aesthetically pleasing output for demonstrations.

Limitations

• Row count, column names, and file formats are unknown, which limits suitability assessment.
• Column-level documentation is absent; field semantics must be inferred after download.
• Last update date is unknown; freshness unverified.

Provenance

Source

David Stoffer, co-author of the supporting textbooks.

Collection Method

Created to support academic textbooks and course work.