Time Series Analysis and Examples

Syntax

TIMSAC routines are controlled by the following statements:

CALL TSBAYSEA( trend, season, series, adjust, abic, data

      <,order, sorder, rigid, npred, opt, cntl, print>);

CALL TSDECOMP( comp, est, aic, data <,xdata, order, sorder,

      nar, npred, init, opt, icmp, print>);

CALL TSMLOCAR( arcoef, ev, nar, aic, start, finish, data

      <,maxlag, opt, missing, print>);

CALL TSMLOMAR( arcoef, ev, nar, aic, start, finish, data

      <,maxlag, opt, missing, print>);

CALL TSMULMAR( arcoef, ev, nar, aic, data

      <,maxlag, opt, missing, print>);

CALL TSPEARS( arcoef, ev, nar, aic, data

      <,maxlag, opt, missing, print>);

CALL TSPRED( forecast, impulse, mse, data, coef, nar, nma

      <,ev, npred, start, constant>);

CALL TSROOT( matout, matin, nar, nma <,qcoef, print>);

CALL TSTVCAR( arcoef, variance, est, aic, data

      <,nar, init, opt, outlier, print>);

CALL TSUNIMAR( arcoef, ev, nar, aic, data

      <,maxlag, opt, missing, print>);