Author | Brockwell, Peter J. author |
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Title | ITSM: An Interactive Time Series Modelling Package for the PC [electronic resource] / by Peter J. Brockwell, Richard A. Davis |
Imprint | New York, NY : Springer New York, 1991 |
Connect to | http://dx.doi.org/10.1007/978-1-4612-3116-5 |
Descript | IX, 104 p. 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 -- 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 ARAR -- 7.1 Introduction -- 7.2 Running the Program -- A Word6: A Screen Editor -- A.1 Basic Editing -- A.2 Alternate Keys -- A.3 Printing a File -- A.4 Merging Two or More Files -- A.5 Margins 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 -- B Data Sets