An Interactive Software Package for Time Series Analysis.

摘要

An expanded package of interactive Fortran computer programs has been developed for the analysis and forecasting of time series data. The package, called the Time Series Editor, is designed to employ the iterative Box-Jenkins methodology of time series analysis. The Time Series Editor was developed for time-shared use on the Control Program/Cambridge Monitor System (CP/CMS) at the U.S. Naval Postgraduate School, but can be modified for use on other time-sharing systems with a Fortran capability. The Time Series Editor assists in data preparation and entry, analysis, modeling, forecating and diagnostic testing. Utilization of the package, following the included User's Guide, requires only a limited knowledge of the computer system, with all required user responses interactively prompted by the Editor. (Author)