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ITSM for Windows

A User’s Guide to Time Series Modelling and Forecasting

  • Peter J. Brockwell
  • Richard A. Davis

Table of contents

  1. Front Matter
    Pages i-ix
  2. Peter J. Brockwell, Richard A. Davis
    Pages 1-8
  3. Peter J. Brockwell, Richard A. Davis
    Pages 9-59
  4. Peter J. Brockwell, Richard A. Davis
    Pages 60-65
  5. Peter J. Brockwell, Richard A. Davis
    Pages 66-71
  6. Peter J. Brockwell, Richard A. Davis
    Pages 72-85
  7. Peter J. Brockwell, Richard A. Davis
    Pages 86-90
  8. Peter J. Brockwell, Richard A. Davis
    Pages 91-94
  9. Peter J. Brockwell, Richard A. Davis
    Pages 95-100
  10. Peter J. Brockwell, Richard A. Davis
    Pages 101-107
  11. Back Matter
    Pages 108-118

About this book

Introduction

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).

Keywords

Augmented Reality Fitting Likelihood Simulation Time series best fit correlation data analysis statistics

Authors and affiliations

  • Peter J. Brockwell
    • 1
  • Richard A. Davis
    • 2
  1. 1.Mathematics DepartmentRoyal Melbourne Institute of TechnologyMelbourneAustralia
  2. 2.Department of StatisticsColorado State UniversityFort CollinsUSA

Bibliographic information

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