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Time-Series
| MathWorks - Financial Time Series Toolbox |
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The MATLAB® Financial Time Series Toolbox contains a collection of tools for the analysis of time series data in the financial markets. The toolbox extends the capabilities of MATLAB by providing a date-aware time series object. The object simplifies the manipulation, clean-up, and preparation of financial data so that finance professionals can take full advantage of MATLAB's graphics, built-in numerics, and special-purpose toolboxes.
Submitted: Aug 28, 2000
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| Autobox |
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AFS' Autobox is software for Time Series Analysis and Forecasting.
Submitted: Apr 28, 2000
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| RATS - Regression Analysis of Time Series |
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RATS (Regression Analysis of Time Series) software package by Estima is a econometrics/time-series analysis software package used worldwide by economists and others for analyzing time series and cross sectional data, developing and estimating econometric models, forecasting, and much more.
Submitted: Apr 29, 2000
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| STAMP 6.0 |
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STAMP 6.0 is a package designed to model and forecast time series. It is based on structural time series models. These models use advanced techniques, such as Kalman filtering, but are set up so as to be easy to use. The hard work is done by the program, leaving the user free to concentrate on formulating models and using them to make forecasts.
Submitted: Apr 29, 2000
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| Dataplore |
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Dataplore is an universal software package for the analysis of signals and time series data of any kind.
Submitted: Apr 28, 2000
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| TSP International |
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TSP is a complete language for the estimation and simulation of econometric models. It is a world-wide standard for conometric estimation, with over 2000 installations. What follows is a general overview; detailed lists of features and commands can be found elsewhere. TSP stands for "Time Series Processor", although it is also commonly used with cross section and panel data.
Submitted: Apr 29, 2000
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| TRAMO and SEATS |
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TRAMO and SEATS were developed to be used in time series analysis. They are basically geared for monthly and quarterly frequencies, but they can handle others as well. The two programmes complement each other and, although they are structured to meet the needs of an expert analyst, they can be executed automatically.
Submitted: Apr 29, 2000
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