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Time Series

TISEAN: Nonlinear Time Series Analysis  
TISEAN is a free software project for the analysis of time series with methods based on the theory of nonlinear deterministic dynamical systems, or chaos theory, if you prefer. The software has grown out of the work of our groups during the last few years and was put into distributable form.
Submitted: Jul 12, 1999
Time Series Software  
Time Series Software and Datasets. Functions include: ar.robust, fracdiff, mtd. Datasets include: wind, wind.desc and wind.data.
Submitted: Jul 12, 1999
SAS Econometrics and Time Series  
The SAS System includes powerful software for econometric and systems modeling, financial analysis and reporting, time series analysis and automatic forecasting, and access to commercially available economic and financial databases. You can specify, estimate, and simulate complex nonlinear models using simultaneous equations with dynamic or lagged relationships. You can create econometric models of the entire economy of a country or of individual market segments, physical models, biological models to simulate living processes, and ecological models to represent systems in nature. In addition, the software has new features for handling estimation and simulation of systems of first-order differential equations.
Submitted: Jul 12, 1999



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