Article View: sci.math.stat
Article #961ARIMA Software wanted
From: Juergen Krey
Date: Thu, 08 Mar 1990 17:12
Date: Thu, 08 Mar 1990 17:12
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1411 bytes
Hi! I'm a working student at GMD and have read a lot about statistical
methods for analyzing Time Series Models, particularly about the
Box-Jenkins ARIMA-Models. After doing first steps in estimating model
parameters and some Monte-Carlo experiments, is seems to be lot of work
to implement the complete statistical library containing identification,
estimation, verification and forecasting ARIMA or even ARMA models,
including maximum likelihood estimation and graphical display of
different series.
Now i'm looking for any help, hint or path to public code resources,
which somebody could make available to me of course only for my private
and non-profit use. Languages don't matter, host of implementation is a
Symbolics Lispm, so [S] Common Lisp would be the greatest.
Thanks in advance for reading and any help
Juergen Krey
Forschungsgruppe F3/MMK
Gesellschaft fuer Mathematik und Datenverarbeitung
D-5205 Sankt Augustin
EMAIL : krey@gmdzi.gmd.de
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Path: arc1-ca.pugleaf.net!utzoo!utgpu!jarvis.csri.toronto.edu!clyde.concordia.ca!uunet!mcsun!unido!gmdzi!krey From: krey@gmdzi.UUCP (Juergen Krey) Newsgroups: sci.math.stat,sci.math,sci.math.num-analysis,comp.sources.wanted,misc.wanted Subject: ARIMA Software wanted Message-ID: <2073@gmdzi.UUCP> Date: 8 Mar 90 17:12:21 GMT Organization: GMD Sankt Augustin (West Germany) Lines: 22