Time series package (TSPACK)

MaRDI QIDQ802266zbMATH OpenFDO

Authors François S. Chaghaghi

Publication date 1985

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

zbMATH Keywords

time seriesFORTRAN 77software packagespectral analysisfactorizationfilteringleast squares estimationfrequency domainmatrix inversiontime domainimpulse responsecubic spline interpolationBox-Jenkins approachdata handling proceduresgeneral purpose routinespolynomial fitrandom numbers generationtransfer function analysisTSPACKunivariate and bivariate time series

Mathematics Subject Classification ID

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

Recommendations

• scientific article; zbMATH DE number 192852
• scientific article; zbMATH DE number 3960821
• scientific article; zbMATH DE number 3844873
• scientific article; zbMATH DE number 641220
• Introduction to Time Series and Forecasting

Cited in

(6)

• scientific article; zbMATH DE number 3994838 (Why is no real title available?)
• scientific article; zbMATH DE number 3960821 (Why is no real title available?)
• A Maple package for improved global mapping forecast
• TESS: system for automatic seasonal adjustment and forecasting of time series
• scientific article; zbMATH DE number 192852 (Why is no real title available?)
• scientific article; zbMATH DE number 3844873 (Why is no real title available?)

Describes a project that uses

Uses Software

• TSPACK

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