Time series package (TSPACK)

zbMath0553.62082MaRDI QIDQ802266

François S. Chaghaghi

Publication date: 1985

Published in: Lecture Notes in Computer Science (Search for Journal in Brave)

zbMATH Keywords

frequency domain; time series; time domain; filtering; factorization; spectral analysis; impulse response; matrix inversion; software package; FORTRAN 77; least squares estimation; cubic spline interpolation; Box-Jenkins approach; data handling procedures; general purpose routines; polynomial fit; random numbers generation; transfer function analysis; TSPACK; univariate and bivariate time series

Mathematics Subject Classification ID

62-04: Software, source code, etc. for problems pertaining to statistics

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62-01: Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics

65C99: Probabilistic methods, stochastic differential equations

Uses Software

• TSPACK