astsa

The R package for the text is astsa. To download and install astsa, start an R session and issue the command
install.packages("astsa")
You will be asked to download the file from the nearest repository. The current version is 1.1.

As with all packages, you have to load astsa before you use it by issuing the command
require(astsa)
This can be automated by creating a .First function. For example, start R, type
.First <- function(){require(astsa)}
and save the workspace when you quit... now astsa will be loaded at every start until you remove or change .First.

To use a data set, e.g., varve, you have to first issue the command
data(varve)
If you save the workspace when you close R, varve will be there the next time you start R, otherwise, you have load it again. Version 1.1 (and higher, if we get higher) includes an easy way to load all the data by issuing the command
astsadata()
Again, if you save the workspace when you quit, the data will be there the next time you start R. The size of all the data files combined is less than ½ MB.

For help with astsa in R, you can type help.start() and follow the Packages link to astsa. The help system in R is not consistent across operating systems, and this is the only way I know of getting to the html help system for any OS. For Windows, you can use the command help(package=astsa) or type ?astsa and follow the link to the Index at the bottom. The pdf version of the manual is also available at no extra charge.

To make sure you have the current version of your R packages, periodically update them by issuing the command
update.packages(ask=FALSE)
You will be asked to choose the nearest repository. Using "ask=FALSE" means you won't be asked about updating each package. If you want a list of your packages, run
installed.packages()[,1:3]
giving the first 3 columns of info: the [1] package name, [2] library path, and [3] version number.

tsa3

Initially, we distributed the data and scripts for the text in a compressed R file called tsa3. It will remain here for those who prefer to use it, but it won't be updated or maintained. Don't use both astsa and tsa3 because they will be in conflict. If you prefer to use it, then download tsa3.rda, put it in your R working directory, and then type load("tsa3.rda").

The differences between astsa and tsa3 are the names of the following (the arguments are identical):

       in astsa   is   in tsa3   
      =========================
      arma.spec()    spec.arma() 
      lag1.plot()    lag.plot1() 
      lag2.plot()    lag.plot2()

But arma.spec, lag1.plot and lag2.plot have been added to tsa3. In addition, mvspec in tsa3 now has the defaults of the version in astsa (which plots and detrends by default).