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