[sci.math] ARIMA Software wanted

krey@gmdzi.UUCP (Juergen Krey) (03/09/90)

Hi! I'm a working student at GMD  and have read a lot about  statistical
methods  for  analyzing  Time  Series  Models,  particularly  about  the
Box-Jenkins ARIMA-Models. After  doing first  steps in  estimating model
parameters and some Monte-Carlo experiments, is seems to be lot of  work
to implement the complete statistical library containing identification,
estimation, verification  and  forecasting  ARIMA  or  even ARMA models,
including  maximum  likelihood  estimation  and  graphical  display   of
different series.

Now i'm looking  for any  help, hint  or path  to public code resources,
which somebody could make available to me of course only for my  private
and non-profit use. Languages don't matter, host of implementation is  a
Symbolics Lispm, so [S] Common Lisp would be the greatest. 

Thanks in advance for reading and any help

     Juergen Krey
     Forschungsgruppe F3/MMK
     Gesellschaft fuer Mathematik und Datenverarbeitung
     D-5205 Sankt Augustin
     EMAIL : krey@gmdzi.gmd.de