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STSA  Time Series Application Examples
The stsa\examples directory of the product distribution provides numerous examples to illustrate usage of the toolbox and to demonstrate applications of realworld problems. The following samples are few from the distribution
Example 1  Simulate a stationary, zero mean Gaussian autoregressive model of order 2 and perform various operations on the resulting realization
Example 2  Simulate a nonlinear (exponential) trend with Gaussian MA innovations
Example 3  Illustrate the differences between the two available kernels for nonparametric estimation and forecasting. Then, we illustrate the differences in the fit between a linear and a nonparametric regression when the true model is nonlinear but unknown
Example 4  Illustrate the estimation and forecasting of ARFIMAtype models. This class of models extends traditional, shortmemory ARMA models, to incorporate the effects of longmemory
Example 5  Demonstrate the following STSA functions: acvf_spectrum, ar_order, ar_spectrum, arma_simulate, plot_spectrum, and spectrum
Example 6  Illustrate the use of the HoltWinters method for forecasting
Example 7  Analysis of the SOI and Recruitment data in Shumway and Stoffer, Time Series Analysis and its Applications, published by SpringerVerlag
Example 8  Analysis of the glacial varve data in Shumway and Stoffer, Time Series Analysis and its Applications, published by SpringerVerlag
Example 9  Nonparametric estimation of the density and empirical distribution for a time series using: 1) Simulated data, and 2) The quarterly growth rate of the US Gross National Product
Example 10  Nonparametric smoothing and extrapolation using daily closing price of General Electric from 1/02/2003 to 1/17/2006.
Example 11  Constructing the trajectory matrix, applying SVD decomposition and reconstruction of trend and seasonal using unemployment data.
Example 12  Constructing the trajectory matrix, applying SVD decomposition, reconstruction and forecasting using monthly US Imports from China, Jan1990 to June2006, FRED database series IMPCH
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