Astsa

Latest version: v0.1

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1.4

+ `sarima` has a t-table now (no p-values)

+ data set `ar1boot` is gone (example uses simulated data)

+ minor tweaks to `lag1.plot` and `lag2.plot` displays

+ added `sp500w` ... an `xts` data set, S&P500 weekly returns

+ updated man pages for new edition


-------------------------

1.3

+ `sarima` now allows inclusion of `xreg` to facilitate regression with autocorrelated errors

+ fixed `acf2` so grid is under plot

+ `star` data added

+ `sunspotz` man page emphasizes data are 2 times/year

+ fixed estimate of *cov( v<sub>t</sub> ) = R* in `EM0` and `EM1` (t=1 part was missing)

+ fixed typo in `EMx` missing code (0=observed, 1=missing)

+ `EM1` fixed so inputs are not allowed (and no longer included in the call):

* Inputs are not allowed. The script uses `Ksmooth1`, but everything
related to inputs are set equal to zero. That was the original
intent of this script.

* It would be relatively easy to include estimates of `Ups` and `Gam` because conditional on the states, these are just regression coefficients. If you decide to alter `EM1` to include estimates of the `Ups` or `Gam`, feel free to notify me with a working example and I'll include it in the next update (assuming it's correct, of course). Instructors... this would bean awesome class project.

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1.2

+ Fixed man page for the scripts `stoch.reg` and for the `Kfilter`s and `Ksmooth`s

+ `acf2` can take additional `acf` arguments like `na.action=na.omit` ...

+ `acf2` max vertical axis was always 1; now it depends on data

+ `acf2` now has grid lines

+ `FDR` man entry corrected

+ `Kfilter1`; changed `Ups` and `Gam == 0` case to match `Kfilter2`s appropriate method

+ `astsadata()` is gone, `LazyData: true` instead

-------------------------

1.1

+ Associated namespace with all but 'base' function calls

+ Added data set `blood` (based on code in Example 6.1) as an mts object of the Jones data set with `NA` as missing data code. Example 6.9 still uses 0 for missing data.

+ Added links to related data sets in some man pages (e.g., `oil` <-> `gas` ...)

+ Added `astsadata.R` option to load all the data sets at once.

+ Changed `mvspec.R` so it could be used in place of `spec.pgram` and `spectrum`. The defaults are similar now to `spec.prgram`, but the default is not to taper, forcing the user to think about it. It also returns the book's more useful definition of bandwidth.

-------------------------

1.0

+ `astsa` built from `tsa3.rda` (which is gone now) with the following changes:<br/>


| in astsa | was | in tsa3 |
|:----------:|:---:|:--------:|
|`arma.spec()` | ... | `spec.arma()` |
|`lag1.plot()` | ... | `lag.plot1()` |
|`lag2.plot()` | ... | `lag.plot2()` |


-----------------

0.4

For the 3rd edition of the text, we included data and scripts as a compressed file
called `tsa3.rda` and the basic version of ASTSA was abandoned. Two years later,
`tsa3.rda` was abandoned.


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