Multivariate Time Series Analysis Packages

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From: Henrik Schmiediche
Date: Tue, 27 Oct 1992 17:11

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      Hi,
About two weeks ago I posted a request for information on software
packages that can do Multivariate (n >= 3) Time Series Analysis.

I did receive many request of copies for anything I can discover and I
will post a summary on the net of what I have found, but right now I
am still trying to find information on some of the packages that have
been suggested to me. So far I have been "given" four names of
packages to can do Multivariate Time Series: MTS, SCA, RATS and
Forecast Master. Somebody (thanks Clint!) provided me with the phone
numbers for MTS and SCA, does anyone have the phone numbers of RATS
and Forecast Master? I'd really appreciate it since I intend to get
any info I can from them. Also, if anyone know about software packages
outside of these two that handle Multivariate Time Series I'd
really like to know (with phone number if you have it).

    - 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

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From: henrik@stat.tamu.edu (Henrik Schmiediche)
Subject: Multivariate Time Series Analysis Packages
Message-ID: <1992Oct27.171102.24499@tamsun.tamu.edu>
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Date: Tue, 27 Oct 1992 17:11:02 GMT
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