Time Series

Computes co-efficient estimates for times series models. Includes Time Series, Cross-section models, Autoregression models, and ARIMA (p,d,1,q) models. The RAIMA procedure includes forecasting, theoretical autocovariances, sample autocorrelations, and particular autocorrelations.

The GAUSS Application - Time Series is provided in GAUSS source code, allowing the user flexibility to customize and extend it's capabilities.

Greg Mead

Sales Manager