CLJ%MIT-MC@sri-unix.UUCP (11/21/83)
From: Charles L. Jackson <CLJ @ MIT-MC>
There was a recent inquiry on info-ibmpc about statistical programs
for the PC. I did a search for statistical programs about 8 months
ago. Based upon descriptions of various programs we purchased a copy
of micro-TSP. (Note, TSP (Time Series Processor) is a well known and
widely used mainframe statistical package).
We have been extremely pleased with micro-TSP. It is designed for
time series analysis (regression) and works well. micro-TSP has
several features which are superior to many mainframe statistical
packages. These include:
1) built in graphics capability (if you have a graphics
monitor.
2) the ability to print a graph on a ibm matrix printer (or
epson).
3) ability to read and write visicalc dif files.
micro-TSP comes in two versions. "earlier" and Version 4.0 Our
experience is with "earlier" but yesterday we received our copy of
version 4.0, and we have verified that 4.0 runs on both a PC and
Compaq and seems to work. "earlier" is an interperted basic program.
It has least squares, two stage least squares, and correction for
serial correlation in the errors (VERY important but not in most
packages!)
Version 4.0 is compiled basic and thus does regressions much faster
(although speed wasn't a problem for us anyway -- still faster is
nicer)!
The following text is from the microTSP documentation:
Summary of Changes in microTSP Version 4.0
Version 4 of microTSP is upward compatible with earlier versions
(except for batch programs and disk storage of estimated equations),
but contains significant improvements in speed,estimation and
forecasting capabilities, graphics, and ease of operation.
In addition to the statistical procedures available in earlier
versions, microTSP has added Box-Jenkins identification, estimation,
and forecasting capabilities. Micro TSP can also estimate structural
equations by either ordinary or two-stage least squares with ARMA
error structures. Few of the major mainframe software packages
currently have this capability.
Among the other new statistical features of microTSP is the capability
of working with polynomial distributed lags for time series analysis,
and a new missing data type for use in cross section analysis.
Unlike earlier versions, microTSP is now completely memory resident
during operation, allowing all disk drives (including RAM disk
emulators on systems with more than 256K) to be used for data storage.
This, however, requires a system with minimum of 256K of memory.
Further, microTSP is now compiled yielding speed improvements on the
order of a factor of 5 to 10.
Graphics have been expanded to allow both automatic and manual scaling
of PLOTs, automatic labeling of axis, and improved borders with
differentiated tick marks for quarter or month, year and five year
periods. A new printing feature allows the user to dump graphic screen
images to Epson or IBM printers without leaving MicroTSP.
The basic command structure of microTSP has been extended to allow
users greater flexibility and the capability of writing microTSP batch
programs with any conventional text editor, such as the DOS EDLIN
editor or Wordstar.
Statistical Commands:
The OLSQ,CORC and TSCORC commands, while maintained for compatibility,
have been superseded by a new LS command, for least squares, and the
ability to specify general ARMA error structures in the LS and TSLS
procedures. Procedures that correct for serial correlation (or moving
average errors) now give asymtotically consistent standard errors,
even when lagged endogenous variables are included in the list of
regressors. The LS command may be used with only a single time series
to give full Box-Jenkins estimation capabilities, and a new IDENT
procedure creates correlograms and partial correlograms for
identifying time series processes.
microTSP can be obtained from
microTSP Associates
12214 Charnock Rd.
Los Angeles Ca 90066
(213) 397-0314
I believe the price is $400 for "earlier" and $600 for Version 4.0
Hope this info helps
Regards
Chuck