Search for Multivariate Time Series Analysis Software

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1 total messages Started by Henrik Schmiediche Wed, 14 Oct 1992 16:00

#497

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

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      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

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