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MathGroup Archive 1995

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Re: Time Series

  • To: mathgroup at christensen.cybernetics.net
  • Subject: [mg775] Re: Time Series
  • From: ianc (Ian Collier)
  • Date: Tue, 18 Apr 1995 01:09:18 -0400
  • Organization: Wolfram Research, Inc

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

The latest addition to the Mathematica Applications Library,
The Time Series Pack, can do much of what you want. (The second,
thrid and fourth items on your list are definitely implemented.) 
It is just about to start shipping. Look out for an announcement 
including more details of its capabilities in the next few weeks.

It would probably be a good idea to look at what it provides
before you reproduce too much of it yourself.

For information about pricing and availability contact Wolfram 
Research's sales department (info at wri.com).

I hope this helps.

--Ian

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