Stoffer's GitHome

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🐩 Stoffer’s GitHome

David S. Stoffer is Professor Emeritus
at (or near) the University of Pittsburgh

✨ The R package astsa along with the latest news

✨ General info and the astsa changelog is at the NEWS page

FUN WITH ASTSA has many demonstrations of astsa capabilities

✨ All the R code used in Time Series Analysis and Its Applications

✨ All the R code used in Time Series: A Data Analysis Approach Using R

Nonlinear Time Series Text

Time Series Course @ Data Camp

✨ The Time Series R Issues page is back with more issues than ever

✨ The Time Series Graphics page is also alive again

✨ How to EASILY Link Math Libraries (MKL) to R on Windows

Google Scholar

Nicky Poison’s road map page

Amazon Author Page

So… you think you know Seinfeld


📚 Reading Material

You unlock this door with the key of imagination. Beyond it is another dimension… a dimension of sound, a dimension of sight, a dimension of mind. You’re moving into a land of both shadow and substance, of things and ideas. You’ve just crossed over into… T i M e   S e R i e S   a N a L y S i S

There is a fifth dimension beyond that which is known to man. It is a dimension as vast as space and as timeless as infinity. It is the middle ground between light and shadow, between science and superstition, and it lies between the pit of man’s fears and the summit of his knowledge. This is the dimension of imagination. It is an area which we call T i M e   S e R i e S.

You’re travelling through another dimension, a dimension not only of sight and sound but of mind; a journey into a wondrous land whose boundaries are that of imagination. That’s the signpost up ahead - your next stop … N o N L i N e a R   T i M e   S e R i e S

There is an R package for this called BayesSpec
Matlab programs are also available from Ori:

Matlab programs are also available: jkmatlab.m

The code for SAS, Splus and R.

The Matlab programs

Fortran program to calculate the finite Walsh transform: wft.for

The data are included in astsa as columns in sleep1 and sleep2. This paper won the American Statistical Association’s Outstanding Statistical Application Award for 1989. The theory for this paper was given in Stoffer (1987)… just below:

The data are included in astsa as sleep1 and sleep2.

R code for the algorithm is in astsa and more details are in Chapter 6 of Time Series Analysis and Its Applications: With R Examples

The data (details in the 1st file): cpue1, cpue2, cpue3, cpue4, cpue5

The material in this paper is discussed in Chapter 6 of Time Series Analysis and Its Applications: With R Examples. There is a demonstration at FUN WITH ASTSA, which is more fun than a barrel of monkeys.