5th Edition - Jan 2025

✨ Here is A Road Map if you want a broad view of what is available.

tsa5

• All the code used in the text is in textRcode.md

• oops still happens ... Errata

astsa

• The home of astsa - the package for the text is here too.

• See the NEWS for further details about the state of the package and the changelog.

• A demonstration of the capabilities of astsa can be found here at FUN WITH ASTSA

• Other packages used in the text:

  • Ch 1 - 4: xts zoo, dynlm (used for a demonstration - not necessary to install)
  • Ch 5 - 7: xts zoo, NTS, arfima, tseries, fGarch, TSA, vars, marima,nlme (comes with R), depmixS4**, MSwM, cluster

  ** depmixS4 no longer exists so we added HmmFit to astsa to fit Poisson or Normal HMMs. It's available in v2.5.1 and will be in v2.6 when we push it to CRAN. Also, in textRcode.md Chapter 6, we've updated the code for the HMM examples.

python

• The code in the first 3 chapters of the 4th edition text has been converted to Python.

• And a Python package that contains datasets from astsa is here.

• Why use Python if you can use R?     -Mr Natural