SPECAN (SPECtral ANalysis) - A Program in ACSL for Stochastic Time Series Analysis.

摘要

This document describes a computer program which uses Advanced Continuous Simulation Language (ACSL) for stochastic time series analysis on a DEC system-10 computer. The use of ACSL has considerably reduced programming effort and has provided the user flexibility in the selection of various output options with different modes of presentation. An example of a spectral analysis of a discrete time series using SPECAN is also presented in this Memorandum.