Time Series Routines Wanted

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1 total messages Started by ihaka Thu, 21 Jun 1984 17:53

#20

Author: ihaka
Date: Thu, 21 Jun 1984 17:53

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I am interested in putting together a collection of routines for
analysing time series and point processes.  I am particularly
interested in:

	Spectral and cross spectral analysis for multivariate
	time series 

	Estimation of polyspectra

	Robust techniques

	Fitting multivariate ARMA models

Initially I will be just collecting and documenting, but I will
probably try to put together a distributable version of this stuff 
(probably as a collection of S functions).  Can anyone help me out ?

Thanks in advance.

	Ross Ihaka			(415) 642-1109
	Statistics Department
	U.C. Berkeley
	CA 94720

	ihaka@ucbbach@berkeley		(ARPA)
	ucbvax!ucbbach%ihaka		(UUCP)

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