MathGroup Archive 1995

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Time Series


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


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