• bootlib

  • Referenced in 426 articles [sw40642]
  • Plus. A library of functions and data written by Angelo Canty to accompany the Cambridge ... models and nonlinear models, and time series, spatial data and point processes. Chapter 9 describes...
  • astsa

  • Referenced in 288 articles [sw11006]
  • astsa: Applied Statistical Time Series Analysis. Data sets and scripts for Time Series Analysis...
  • FinTS

  • Referenced in 198 articles [sw11125]
  • Analysis of Financial Time Series, 2nd ed. (Wiley). Includes data sets, functions and script files...
  • GMRFLib

  • Referenced in 338 articles [sw06641]
  • from structural time-series analysis to the analysis of longitudinal and survival data, spatio-temporal...
  • Neural Network Toolbox

  • Referenced in 178 articles [sw07378]
  • applications such as data fitting, pattern recognition, clustering, time-series prediction, and dynamic system modeling ... speed up training and handle large data sets, you can distribute computations and data across...
  • TDSL

  • Referenced in 32 articles [sw04506]
  • Time Series Data Library The Time Series Data Library is a col­lec­tion ... about 800 time series that I have main­tained since about 1992, and hosted ... site. It includes data from a lot of time series text­books, as well ... main­tain­ing and using time series data. You can eas­ily search...
  • ARfit

  • Referenced in 38 articles [sw00046]
  • models. ARfit contains modules to given time series data, for analyzing eigen modes ... parameters of AR models from given time series data with a stepwise least squares algorithm ... computationally efficient, in particular when the data are high-dimensional. ARfit modules construct approximate confidence ... assessed. Dynamical characteristics of the modeled time series can be examined by means...
  • wavethresh

  • Referenced in 135 articles [sw06084]
  • various kinds of data, locally stationary wavelet time series, nonstationary multiscale transfer function modeling, density...
  • pomp

  • Referenced in 47 articles [sw10664]
  • simulating them, and fitting them to time series data by a variety of frequentist...
  • Microfit

  • Referenced in 38 articles [sw15806]
  • specifically designed for econometric modelling of time series data. This manual describes what Microfit...
  • LIMDEP

  • Referenced in 78 articles [sw04925]
  • nonlinear models, with cross section, time series and panel data. LIMDEP has long been...
  • TSDL

  • Referenced in 28 articles [sw25999]
  • TSDL: Time Series Data Library...
  • Surveillance

  • Referenced in 33 articles [sw00932]
  • This includes count, binary and categorical data time series as well as continuous-time processes...
  • EViews

  • Referenced in 39 articles [sw00254]
  • econometric analyses (cross-section, panel data analysis, time series estimation and forecasting). It combines spreadsheet ... found in statistical software. Among its numerous data formats are Excel, databases, PSPP/SPSS, DAP/SAS, Stata...
  • Amelia

  • Referenced in 42 articles [sw04533]
  • data in a single cross-section (such as a survey), from a time series (like ... country), or from a time-series-cross-sectional data set (such as collected by years ... approaches by allowing for trends in time series across observations within a cross-sectional unit ... values of missing cells in their data. Amelia II also includes useful diagnostics...
  • gcmr

  • Referenced in 31 articles [sw07433]
  • Illustrations include simulations and real data applications regarding time series, cross-design data, longitudinal studies...
  • TISEAN

  • Referenced in 170 articles [sw00967]
  • implementation of methods of nonlinear time series analysis which are based on the paradigm ... deterministic chaos. A variety of algorithms for data representation, prediction, noise reduction, dimension and Lyapunov...
  • ANFIS

  • Referenced in 285 articles [sw08730]
  • then rules) and stipulated input-output data pairs. In the simulation, the ANFIS architecture ... control system, and predict a chaotic time series, all yielding remarkable results. Comparisons with artificial...
  • sandwich

  • Referenced in 35 articles [sw04486]
  • error estimators for cross-sectional, time series and longitudinal data...
  • partsm

  • Referenced in 44 articles [sw11347]
  • Stochastic Trends in Economic Time Series”, Oxford University Press. Data set analyzed in that book...