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