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astsa

2.5

Applied Statistical Time Series Analysis

7packages depend
125.8Kdownloads / year
test coverage
13/13checks pass

Overview

About
Maintained by David StofferFirst published 2012-06-2123 releasesCRAN page ↗GitHub ↗

Contains data sets and scripts for analyzing time series in both the frequency and time domains including state space modeling as well as supporting the texts Time Series Analysis and Its Applications: With R Examples (5th ed), by R.H. Shumway and D.S. Stoffer. Springer Texts in Statistics, 2025, DOI:10.1007/978-3-031-70584-7, and Time Series: A Data Analysis Approach Using R (2nd ed). Chapman-Hall, 2026, https://www.routledge.com/Time-Series-A-Data-Analysis-Approach-Using-R/Shumway-Stoffer/p/book/9781041031642. Most scripts are designed to require minimal input to produce aesthetically pleasing output for ease of use in live demonstrations and course work.

Install

Health

CRAN checks
13OK
Slowest check: 2.3 min · r-devel-windows-x86_64
Code health
None
Tests · ratio 0.00
not tracked
Coverage
0
Dependencies · direct
Check history
  • OK2026-08-05
    13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
  • NOTE2026-08-01
    12 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
  • OK2026-03-10
    14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

Documentation
READMEYes · 365 wordsVignettesNopkgdown siteNoNEWSYes · 67% structuredCode of conductNoContributing guideNo
Examples that run
86%
Documented parameters
not tracked
Return-value docs
not tracked
References docs
100%

Downloads

125.8K
CRAN downloads in the past year
Rank #1,517 · ~345/day · ~10.5K/mo
Daily download trend is not available in this view yet.
5.1K30 days
17.9K90 days
125.8K1 year
Compare downloads with other packages →
Also on375 r2u30 autocran13.2K conda_forge107 c2d4u

Repository

Repository
138Stars
46Forks
0Open issues
0Open PRs
0Releases
2,050Commits
3Contributors
time-series-analysisastsadata-analysisdata-sciencedna-sequencesstate-space-modelskalman-filterem-algorithm
License GPL-3.0 · 2,050 commits · Last activity 2026-08-16 · 0% stars, 30d

Stars over time

2025-08-15 · 1292026-08-15 · 137

Repository practices

Upstream repositoryBeta

Checks run against github.com/nickpoison/astsa on 2026-08-16.

No development-tooling practices detected in the upstream repository.

How this is detected·Detection ruleset v1 (2026-07-18)

Dependencies

Declared dependencies
0 external dependencies (excludes base and recommended)
Depends (1)
R >= 3.5
Imports (0)
none
LinkingTo (0)
none
Suggests (0)
none
Enhances (0)
none

Code & Tests

Datasets

People & History

People (2)
Maintainer (1)
Author, Maintainer
Authors (1)
Author, Maintainer
Contributors (1)
Contributor, mus, spy · added in 1.15
Package Timeline

23 releases. Pick two to compare their code metrics. R releases are shown for context.

  • R
    R 4.6.0 released · 2026-04-24
  • 2.5Latest
    2026-03-11 · current release · diff ↗
  • 2.4
    2025-12-15 · diff ↗
  • 2.3
    2025-08-21 · diff ↗
  • R
    R 4.5.0 released · 2025-04-11
  • 2.2
    2025-01-16 · diff ↗
  • R
    R 4.4.0 released · 2024-04-24
  • 2.1
    2024-01-11 · diff ↗
  • R
    R 4.3.0 released · 2023-04-21
  • 2.0
    2023-01-09 · diff ↗
  • 1.16
    2022-08-28 · diff ↗
  • 1.15
    2022-05-09 · diff ↗
  • R
    R 4.2.0 released · 2022-04-22
  • 1.14
    2021-09-02 · diff ↗
  • R
    R 4.1.0 released · 2021-05-18
  • 1.13
    2021-05-15 · diff ↗
Show 22 earlier events
  • 1.12
    2020-12-17 · diff ↗
  • 1.11
    2020-12-05 · diff ↗
  • 1.10
    2020-05-01 · diff ↗
  • R
    R 4.0.0 released · 2020-04-24
  • 1.9
    2019-05-08 · diff ↗
  • R
    R 3.6.0 released · 2019-04-26
  • R
    R 3.5.0 released · 2018-04-23
  • 1.8
    2017-12-15 · diff ↗
  • R
    R 3.4.0 released · 2017-04-21
  • 1.7
    2016-12-22 · diff ↗
  • 1.6
    2016-09-28 · diff ↗
  • 1.5
    2016-07-31 · diff ↗
  • 1.4
    2016-06-29 · diff ↗
  • R
    R 3.3.0 released · 2016-05-03
  • R
    R 3.2.0 released · 2015-04-16
  • 1.3
    2014-10-27 · diff ↗
  • R
    R 3.1.0 released · 2014-04-10
  • 1.2
    2014-03-17 · diff ↗
  • R
    R 3.0.0 released · 2013-04-03
  • 1.1
    2012-07-16 · diff ↗
  • 1.0
    2012-06-21
  • R
    R 2.15.0 released · 2012-03-30

Package metadata

First published
2012-06-21
Total releases
23 / 14 yrs
License
GPL (>= 2) OSI
Minimum R
≥ 3.5
Bundled data
741 KB / 74 files
Download size
858 KB
Installed size
not tracked yet
With dependencies
not tracked yet
Appears in task views

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("astsa")
Stoffer, D., & Poison, N. (2026). astsa: Applied Statistical Time Series Analysis (Version 2.5) [Computer software]. https://doi.org/10.32614/CRAN.package.astsa

This is what citation() produces when a package has no citation file of its own. If it prints something else, use that.

Cite the R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

APA

Balamuta, J. J. (2026). R Observatory: Metrics for astsa version 2.5 [Data set]. HJJB, LLC. Data release v2026-08-17. https://doi.org/10.5281/zenodo.21843040

From data release v2026-08-17, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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