brian@king.csd.mot.com (03/15/91)
Can anyone out there point me to a public domain software package for
time series analysis (trends and regressions and such...) for either
UNIX or MSDOS? Please reply by mail and I'll summarize.
Thanks,
--
-Brian Smithson
Motorola Inc., Computer Group, Commercial Systems Division
10700 N. De Anza Boulevard, Cupertino, CA 95014 USA, (408)366-4104
brian@csd.mot.com, {apple | pyramid}!motcsd!briants@uwasa.fi (Timo Salmi) (03/15/91)
In article <3266@motcsd.csd.mot.com> brian@king.csd.mot.com writes: >Can anyone out there point me to a public domain software package for >time series analysis (trends and regressions and such...) for either >UNIX or MSDOS? Please reply by mail and I'll summarize. It's a bordeline question whether trends and regressions can be called time series analysis in the true sense of the word, and particularly from the point of view of the methods needed. If you are talking about Box-Jenkins type of time-series then I have no direct answer, but if you mean to use multivariate methods for analysis observations which may come for time series data, the you might take a look at /pc/ts/ts2st19.arc. It contains the common multivariate regression analysis and has Durbin-Watson for testing the autocorrelation of the residuals. If you also get ts1st19.arc it contains run tests of observations, which also have a relation to time series approach. Furthermore there already is a summary of statistical programs in /pc/doc/pdswstat.zip. A consultation with your local statistician for a clarification of what you really want would be useful in your quest. Then you might give the sci.math.stat newgroup a try with the redefined question. The wares are available by anonymous ftp from garbo.uwasa.fi, Vaasa, Finland, 128.214.12.37, or by using our mail server (use the latter if, and only if you don't have anonymous ftp). If you are not familiar with anonymous ftp or mail servers, I am prepared to send prerecorded instructions on request. (If you don't get the instructions from me within a few days, it will mean that your email address cannot be reached by a simple email reply. Contact your system manager for devicing a proper mail path for you, because unless you do, you wouldn't be able to utilize the mail server anyway. If you are in North America first consider using an ftp site near you to spare the overseas load.) ................................................................... Prof. Timo Salmi Moderating at garbo.uwasa.fi anonymous ftp archives 128.214.12.37 School of Business Studies, University of Vaasa, SF-65101, Finland Internet: ts@chyde.uwasa.fi Funet: gado::salmi Bitnet: salmi@finfun