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 domaintime seriestime domainfilteringfactorizationspectral analysisimpulse responsematrix inversionsoftware packageFORTRAN 77least squares estimationcubic spline interpolationBox-Jenkins approachdata handling proceduresgeneral purpose routinespolynomial fitrandom numbers generationtransfer function analysisTSPACKunivariate and bivariate time series

Mathematics Subject Classification ID

Software, source code, etc. for problems pertaining to statistics (62-04) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Probabilistic methods, stochastic differential equations (65C99)

Uses Software

• TSPACK

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