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ITSM: An Interactive Time Series Modelling Package for the PC
Peter J. Brockwell,Richard A. Davis
No preview available - 1991
absolute coherency ACF and PACF AICC statistic AIRPASS data AIRPASS.LOG ARAR ARMA model ARVEC ASCII autoregressive BD Appendix Series BD Example BD Section Box-Cox transformation CHOOSE A NUMBER choose Option computed coprocessor covariance matrix cross correlations data file Data Menu data set DATA\LEAD DATA\SALES differencing at lag differencing operations Disk DLEAD DSALES Estimation Menu file name fitted model forecast function key Gaussian likelihood graph iterations ITSM Main Menu maximum lag mean squared errors memory-shortening moving average observations optimization original data output series periodogram plotted Prediction Menu predictors Press any key Residuals Menu Results Menu sample ACF screen seasonal component select Option series Xi shown in Figure smoothed values specified Spectral Analysis Menu spectral density standard errors stationary process stationary time series stored in PEST tab setting TRANS transfer function model transformed series Vertical scale weight function white noise sequence white noise variance WORD6 zero