ITSM for Windows: A User's Guide to Time Series Modelling and Forecasting

Peter J. Brockwell, Richard A. Davis

ISBN 10: 0387943374 / ISBN 13: 9780387943374

Published by Springer 1994-08-12, 1994

About this Item

Seller Inventory # 6666-IUK-9780387943374

Bibliographic Details

• Title: ITSM for Windows: A User's Guide to Time Series Modelling and Forecasting
• Publisher: Springer 1994-08-12
• Publication Date: 1994
• Language: English
• ISBN 10: 0387943374
• ISBN 13: 9780387943374
• Binding: Paperback
• Condition: New

About this title

Synopsis

The analysis of time series data is an important aspect of data analysis across a wide range of disciplines, including statistics, mathematics, business, engineering, and the natural and social sciences. This package provides both an introduction to time series analysis and an easy-to-use version of a well-known time series computing package called Interactive Time Series Modelling. The programs in the package are intended as a supplement to the text Time Series: Theory and Methods, 2nd edition, also by Peter J. Brockwell and Richard A. Davis. Many researchers and professionals will appreciate this straightforward approach enabling them to run desk-top analyses of their time series data. Amongst the many facilities available are tools for: ARIMA modelling, smoothing, spectral estimation, multivariate autoregressive modelling, transfer-function modelling, forecasting, and long-memory modelling. This version is designed to run under Microsoft Windows 3.1 or later. It comes with two diskettes: one suitable for less powerful machines (IBM PC 286 or later with 540K available RAM and 1.1 MB of hard disk space) and one for more powerful machines (IBM PC 386 or later with 8MB of RAM and 2.6 MB of hard disk space available).

Review

" Although it has such an easy-to use appearance and a menu driven structure, the programs are surprisingly flexible and many sophisticated time series analyses can be carried out with the package." (Journal of the American Statistical Association)