Re: Time Series
- To: mathgroup at christensen.cybernetics.net
- Subject: [mg731] Re: Time Series
- From: rubin at msu.edu (Paul A. Rubin)
- Date: 11 Apr 1995 21:44:13 GMT
- Organization: Michigan State University
In article <3mcvsl$830 at news0.cybernetics.net>, "Ron I. Herman" <m1rih00 at FRB.GOV> wrote: ->I'm about to create a time series class(package) in ->Mathematica and wondered if anyone has done anything ->in this area. As a start I'd like to program for ->the following: -> -> 1) At a minimum: annual,semi-annual,quarterly, -> monthly,daily,weekly, and business frequencies. -> 2) An algebra of time series. -> 3) Time series display functions. -> 4) Basic graphic functions. -> 5) An indexing function for extracting data elements. -> ->Ron Herman ->Federal Reserve Board ->rherman at frb.gov There is a chapter on time series models (by Robert A. Stine, Wharton School) in _Economic and Financial Modeling with Mathematica_ (Hal Varian, ed.), published (with accompanying diskette) by Telos (Springer-Verlag), 1993. I don't see much overlap between Stine's package and what you mention above, but you might want to look at it. Paul Rubin ************************************************************************** * Paul A. Rubin Phone: (517) 432-3509 * * Department of Management Fax: (517) 432-1111 * * Eli Broad Graduate School of Management Net: RUBIN at MSU.EDU * * Michigan State University * * East Lansing, MI 48824-1122 (USA) * ************************************************************************** Mathematicians are like Frenchmen: whenever you say something to them, they translate it into their own language, and at once it is something entirely different. J. W. v. GOETHE