ITSM: An Interactive Time Series Modelling Package for the PC

1 Introduction.- 1.1 The Programs.- 1.2 System Requirements.- 1.3 Creating Data Files.- 2 PEST.- 2.1 Getting Started.- 2.2 Preparing Your Data for Modelling.- 2.3 Finding a Model for Your Data.- 2.4 Testing Your Model.- 2.5 Prediction.- 2.6 Model Properties.- 2.7 Nonparametric Spectral Estimation.- 3 SMOOTH.- 3.1 Introduction.- 3.2 Moving Average Smoothing.- 3.3 Exponential Smoothing.- 4 SPEC.- 4.1 Introduction.- 4.2 Bivariate Spectral Analysis.- 5 TRANS.- 5.1 Introduction.- 5.2 Computing Cross Correlations.- 5.3 An Overview of Transfer Function Modelling.- 5.4 Fitting a Preliminary Transfer Function Model.- 5.5 Calculating Residuals from a Transfer Function Model.- 5.6 LS Estimation and Prediction with Transfer Function Models.- 6 ARVEC.- 6.1 Introduction.- 6.2 Model Selection with the AICC Criterion.- 6.3 Forecasting with the Fitted Model.- 7 ARAR.- 7.1 Introduction.- 7.2 Running the Program.- A Word6: A Screen Editor.- A.1 Basic Editing.- A.2 Alternate Keys.- A.3 Printing a File.- A.4 Merging Two or More Files.- A.5 Margins Left and Centre Justification.- A.6 Tab Settings.- A.7 Block Commands.- A.8 Searching.- A.9 Special Characters.- A.10 Function Keys.- A.11 Editing Information.- B Data Sets.