Author | Brockwell, Peter J. author |
---|---|
Title | ITSM for Windows [electronic resource] : A User's Guide to Time Series Modelling and Forecasting / by Peter J. Brockwell, Richard A. Davis |
Imprint | New York, NY : Springer New York, 1994 |
Connect to | http://dx.doi.org/10.1007/978-1-4612-2676-5 |
Descript | IX, 118 p. 50 illus. online resource |
1 Introduction -- 1.1 The Programs -- 1.2 System Requirements -- 1.3 Creating Data Files -- 2 PEST -- 2.1 Getting Started -- 2.2 Preparing Your Data for Modelling -- 2.3 Finding a Model for Your Data -- 2.4 Testing Your Model -- 2.5 Prediction -- 2.6 Model Properties -- 2.7 Nonparametric Spectral Estimation -- 3 SMOOTH -- 3.1 Introduction -- 3.2 Moving Average Smoothing -- 3.3 Exponential Smoothing -- 3.4 Removing High Frequency Components -- 4 SPEC -- 4.1 Introduction -- 4.2 Bivariate Spectral Analysis -- 5 TRANS -- 5.1 Introduction -- 5.2 Computing Cross Correlations -- 5.3 An Overview of Transfer Function Modelling -- 5.4 Fitting a Preliminary Transfer Function Model -- 5.5 Calculating Residuals from a Transfer Function Model -- 5.6 LS Estimation and Prediction with Transfer Function Models -- 6 ARVEC -- 6.1 Introduction -- 6.2 Model Selection with the AICC Criterion -- 6.3 Forecasting with the Fitted Model -- 7 BURG -- 7.1 Introduction -- 8 ARAR -- 8.1 Introduction -- 8.2 Running the Program -- 9 LONGMEM -- 9.1 Introduction -- 9.2 Parameter Estimation -- 9.3 Prediction -- 9.4 Simulation -- 9.5 Plotting the Model and Sample ACVF -- Appendix A: The Screen Editor WORD6 -- A.1 Basic Editing -- A.2 Alternate Keys -- A.3 Printing a File -- A.4 Merging Two or More Files -- A.5 Margins and Left and Centre Justification -- A.6 Tab Settings -- A.7 Block Commands -- A.8 Searching -- A.9 Special Characters -- A.10 Function Keys -- A. 11 Editing Information -- Appendix B: Data Sets