ARIMA Software wanted

Thread View: sci.math.stat

1 messages

[T] Back to Threads [V] Tree View [G] Group Articles

1 total messages Started by Juergen Krey Thu, 08 Mar 1990 17:12

#961

Author: Juergen Krey
Date: Thu, 08 Mar 1990 17:12

22 lines
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

Thread Navigation

This is a paginated view of messages in the thread with full content displayed inline.

Messages are displayed in chronological order, with the original post highlighted in green.

Use pagination controls to navigate through all messages in large threads.

Back to All Threads