Search for Multivariate Time Series Analysis Software

Article View: sci.math.stat

Article #497

#497

From: Henrik Schmiediche
Date: Wed, 14 Oct 1992 16:00

21 lines
1265 bytes

      Hi, 

I am trying to survey the availability of software to perform
multivariate time series analysis. By multivariate I mean 3 or more
data sets. If anyone knows of software packages, public domain, free or
comercial, could you send me a quick email with the name of the
software package? If you happen to know the scope of the analysis that
the package performs (ie, spectral estimation, AR spectral estimation,
window estimators, etc.) I would appreciate that info too.

Any response will be appreciated. If you know of a bibliography and/or
references concerning this matter, that info would be helpful too.

Thanks,

      - Henrik

--
Henrik Schmiediche, Dept. of Statistics, Texas A&M, College Station, TX 77843
E-mail: henrik@stat.tamu.edu  |  Tel: (409) 845-9447   |  Fax: (409) 845-3144

Technical Details

Message-ID: <1992Oct14.160001.24517@tamsun.tamu.edu>

Path: arc1-ca.pugleaf.net!sparky!uunet!ogicse!uwm.edu!cs.utexas.edu!tamsun.tamu.edu!news

Show Full Headers

Complete Article Headers

Path: arc1-ca.pugleaf.net!sparky!uunet!ogicse!uwm.edu!cs.utexas.edu!tamsun.tamu.edu!news
From: henrik@stat.tamu.edu (Henrik Schmiediche)
Newsgroups: sci.math.stat
Subject: Search for Multivariate Time Series Analysis Software
Message-ID: <1992Oct14.160001.24517@tamsun.tamu.edu>
Date: 14 Oct 92 16:00:01 GMT
Article-I.D.: tamsun.1992Oct14.160001.24517
Sender: news@tamsun.tamu.edu (Read News)
Organization: Department of Statistics, TAMU
Lines: 21