ITSM: An Interactive Time Series Modelling Package for the PC

  • Peter J. Brockwell
  • Richard A. Davis

Table of contents

  1. Front Matter
    Pages i-ix
  2. Peter J. Brockwell, Richard A. Davis, R. J. Hyndman
    Pages 1-3
  3. Peter J. Brockwell, Richard A. Davis, R. J. Hyndman
    Pages 4-56
  4. Peter J. Brockwell, Richard A. Davis, R. J. Hyndman
    Pages 57-60
  5. Peter J. Brockwell, Richard A. Davis, R. J. Hyndman
    Pages 61-67
  6. Peter J. Brockwell, Richard A. Davis, R. J. Hyndman
    Pages 68-82
  7. Peter J. Brockwell, Richard A. Davis, R. J. Hyndman
    Pages 83-87
  8. Peter J. Brockwell, Richard A. Davis, R. J. Hyndman
    Pages 88-94
  9. Back Matter
    Pages 95-105

About this book

Introduction

Designed for the analysis of linear time series and the practical modelling and prediction of data collected sequentially in time. It provides the reader with a practical understanding of the six programs contained in the ITSM software (PEST, SPEC, SMOOTH, TRANS, ARVEC, and ARAR). This IBM compatible software is included in the back of the book on two 5 1/4'' diskettes and on one 3 1/2 '' diskette. - Easy to use menu system - Accessible to those with little or no previous compu- tational experience - Valuable to students in statistics, mathematics, busi- ness, engineering, and the natural and social sciences. This package is intended as a supplement to the text by the same authors, "Time Series: Theory and Methods." It can also be used in conjunction with most undergraduate and graduate texts on time series analysis.

Keywords

Fitting Likelihood Time series best fit correlation optimization

Authors and affiliations

  • Peter J. Brockwell
    • 1
  • Richard A. Davis
    • 1
  1. 1.Department of StatisticsColorado State UniversityFort CollinsUSA

Bibliographic information

  • DOI https://doi.org/10.1007/978-1-4612-3116-5
  • Copyright Information Springer-Verlag New York 1991
  • Publisher Name Springer, New York, NY
  • eBook Packages Springer Book Archive
  • Print ISBN 978-0-387-97482-8
  • Online ISBN 978-1-4612-3116-5
  • About this book