The time series programs described in this manual are all included in the package ITSM (Interactive Time Series Modelling) designed to accompany the book Time Series: Theory and Methods by Peter Brockwell and Richard Davis, (Springer-Verlag, Second Edition, 1991). With this manual you will find two versions of the package, ITSM41 and ITSM50 (each on a 3 1/2″ diskette). The system requirements for ITSM41 are fewer than for ITSM50 (see Section 1.2), however ITSM50 can handle larger data sets (univariate series with up to 20000 observations and multivariate series with up to 10000 observations of each of 11 components). Both versions of the package contain the programs listed below.
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