Time Series Analysis and Examples

Details

This section presents an introductory description of the important topics that are directly related to TIMSAC IML subroutines. The computational details, including algorithms, are described in the section "Computational Details". A detailed explanation of each subroutine is not given; instead, basic ideas and common methodologies for all subroutines are described first and are followed by more technical details. Finally, missing values are discussed in the section "Missing Values".

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Minimum AIC Procedure

Smoothness Priors Modeling

Bayesian Seasonal Adjustment

Nonstationary Time Series

Multivariate Time Series Analysis

Spectral Analysis

Computational Details

Missing Values

ISM TIMSAC Packages