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>);