ITSM for Windows A User’s Guide to Time Series Modelling and Forecasting

ITSM for Windows A User’s Guide to Time Series Modelling and Forecasting / by Peter J. Brockwell, Richard A. Davis.

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Bibliographic Details
Main Authors: Brockwell, Peter J. (Author), Davis, Richard A. (Author)
Corporate Author: SpringerLink (Online service)
Format: eBook
Language:English
Published: New York, NY : Springer New York : Imprint: Springer, 1994.
Edition:1st ed. 1994.
Series:Springer eBook Collection.
Subjects:
Statistics .
Computer simulation.
Electronic resources (E-books)
Online Access:Click to view e-book
Holy Cross Note:Loaded electronically.
Electronic access restricted to members of the Holy Cross Community.
Table of Contents:
  • 1 Introduction
  • 1.1 The Programs
  • 1.2 System Requirements
  • 1.3 Creating Data Files
  • 2 PEST
  • 2.1 Getting Started
  • 2.2 Preparing Your Data for Modelling
  • 2.3 Finding a Model for Your Data
  • 2.4 Testing Your Model
  • 2.5 Prediction
  • 2.6 Model Properties
  • 2.7 Nonparametric Spectral Estimation
  • 3 SMOOTH
  • 3.1 Introduction
  • 3.2 Moving Average Smoothing
  • 3.3 Exponential Smoothing
  • 3.4 Removing High Frequency Components
  • 4 SPEC
  • 4.1 Introduction
  • 4.2 Bivariate Spectral Analysis
  • 5 TRANS
  • 5.1 Introduction
  • 5.2 Computing Cross Correlations
  • 5.3 An Overview of Transfer Function Modelling
  • 5.4 Fitting a Preliminary Transfer Function Model
  • 5.5 Calculating Residuals from a Transfer Function Model
  • 5.6 LS Estimation and Prediction with Transfer Function Models
  • 6 ARVEC
  • 6.1 Introduction
  • 6.2 Model Selection with the AICC Criterion
  • 6.3 Forecasting with the Fitted Model
  • 7 BURG
  • 7.1 Introduction
  • 8 ARAR
  • 8.1 Introduction
  • 8.2 Running the Program
  • 9 LONGMEM
  • 9.1 Introduction
  • 9.2 Parameter Estimation
  • 9.3 Prediction
  • 9.4 Simulation
  • 9.5 Plotting the Model and Sample ACVF
  • Appendix A: The Screen Editor WORD6
  • A.1 Basic Editing
  • A.2 Alternate Keys
  • A.3 Printing a File
  • A.4 Merging Two or More Files
  • A.5 Margins and Left and Centre Justification
  • A.6 Tab Settings
  • A.7 Block Commands
  • A.8 Searching
  • A.9 Special Characters
  • A.10 Function Keys
  • A. 11 Editing Information
  • Appendix B: Data Sets.

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