ITSM: An Interactive Time Series Modelling Package for the PC

1. Front Matter

   Pages i-ix

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2. Introduction

   • Peter J. Brockwell, Richard A. Davis, R. J. Hyndman

   Pages 1-3

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3. PEST

   • Peter J. Brockwell, Richard A. Davis, R. J. Hyndman

   Pages 4-56

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4. SMOOTH

   • Peter J. Brockwell, Richard A. Davis, R. J. Hyndman

   Pages 57-60

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5. SPEC

   • Peter J. Brockwell, Richard A. Davis, R. J. Hyndman

   Pages 61-67

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6. TRANS

   • Peter J. Brockwell, Richard A. Davis, R. J. Hyndman

   Pages 68-82

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7. ARVEC

   • Peter J. Brockwell, Richard A. Davis, R. J. Hyndman

   Pages 83-87

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8. ARAR

   • Peter J. Brockwell, Richard A. Davis, R. J. Hyndman

   Pages 88-94

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9. Back Matter

   Pages 95-105

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Designed for the analysis of linear time series and the practical modelling and prediction of data collected sequentially in time. It provides the reader with a practical understanding of the six programs contained in the ITSM software (PEST, SPEC, SMOOTH, TRANS, ARVEC, and ARAR). This IBM compatible software is included in the back of the book on two 5 1/4'' diskettes and on one 3 1/2 '' diskette. - Easy to use menu system - Accessible to those with little or no previous compu- tational experience - Valuable to students in statistics, mathematics, busi- ness, engineering, and the natural and social sciences. This package is intended as a supplement to the text by the same authors, "Time Series: Theory and Methods." It can also be used in conjunction with most undergraduate and graduate texts on time series analysis.

• Fitting
• Likelihood
• Time series
• best fit
• correlation
• optimization

• Department of Statistics, Colorado State University, Fort Collins, USA

  Peter J. Brockwell, Richard A. Davis

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