ITSM

ITSM (Interactive Time Series Modelling) 6.0 is an interactive Windows based menu-driven software for time series modeling and forecasting. The software is not designed to perform a wide array of estimation and testing procedures relating to multiple regressions. Instead, the ITSM software is designed for the user engaged in time series analysis and forecasting that desires an easy to use “cookbook” of estimation and graphics. The software will be useful to practitioners in the private sector, government, and academics. In terms of teaching level, the software is most suitable for students at the advanced undergraduate and graduate levels.


References in zbMATH (referenced in 14 articles , 1 standard article )

Showing results 1 to 14 of 14.
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  1. Brockwell, Peter J.; Davis, Richard A.: Introduction to time series and forecasting. (2002)
  2. Mentz, Raúl P.; Martínez, Carlos I.: Robust estimation in time series (2002)
  3. Feigin, Paul D.; Resnick, Sidney I.: Pitfalls of fitting autoregressive models for heavy-tailed time series (1999)
  4. Mentz, R. P.; Morettin, P. A.; Toloi, C. M. C.: On least-squares estimation of the residual variance in the first-order moving average model. (1999)
  5. Wu, Tiee-Jian; Sepulveda, Alfred: The weighted average information criterion for order selection in time series and regression models (1998)
  6. Brockwell, Peter J.; Davis, Richard A.: Introduction to time series and forecasting (1996)
  7. Christ, Ralf; Steinebach, Josef: Estimating the adjustment coefficient in an ARMA$(p,q)$ risk model (1995)
  8. Resnick, Sidney; Stărică, Cătălin: Consistency of Hill’s estimator for dependent data (1995)
  9. Brockwell, Peter J.; Davis, Richard A.: ITSM for Windows. A user’s guide to time series modelling and forecasting. Incl. 1 disk (1994)
  10. Crato, Nuno; Rothman, Philip: Fractional integration analysis of long-run behavior for US macroeconomic time series (1994)
  11. Brockwell, Peter J.; Davis, Richard A.: ITSM: An interactive time series modelling package for the SPARC workstation. Including floppy disc (1992)
  12. Kirlinger, G.; Corliss, G.F.: On implicit Taylor series methods for stiff ODEs (1992)
  13. Brockwell, Peter J.; Davis, Richard A.: ITSM: An interactive time series modelling package for the PC. Written in collaboration with R. J. Hyndman. Including floppy disks (1991)
  14. Brockwell, Peter J.; Davis, Richard A.: Time series: theory and methods. (1991)