PC packages for times series analysis

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1 total messages Started by Peter B Conkey (RA) Wed, 09 Dec 1992 11:28

#992

Author: Peter B Conkey (RA)
Date: Wed, 09 Dec 1992 11:28

23 lines
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Hi,

Can anyone recommend a general stats / special purpose time series package
for pcs that has following features (in decreasing order of importance)

1=.	Box-Jenkins fitting
1=.	Deals with large data sets (uses extended memory or runs
	under windows)
1=.	Spectral analysis

2.	Has good graphical output of eg acfs, pacfs, residuals.

3=.	Kalman filtering
3=.	ARCH and GARCH fitting

4=	May also do some multiveriate analysis

Peter Conkey
pbc@uk.ac.stir.cs
Dept. of Computing Science
University of Stirling
FK9 4LA
United Kingdom

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