ITSM: An Interactive Time Series Modelling Package for the SPARC Workstation

This book and software package is designed for the analysis of linear time series and the practical modelling and prediction of data collected sequentially in time. It is intended as a supplement to the text, Time Series: Theory and Methods, Second Edition also by Peter Brockwell and Richard Davis. It can also be used in conjunction with most undergraduate and graduate texts in time series analysis. Researchers across a wide range of disciplines such as statistics, business and economics, engineering, and the natural and social sciences will find that this makes an ideal desktop companion to their analysis of time series data. This version is designed to be run on Sun SPARC workstations and comes with the Sun graphics package GKTM. Distinctive features of the package include an easy to use menu system and it is designed to be accessible to those with little or no previous experience in time series analysis.