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MathGroup Archive 2007

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v6 time series package

  • To: mathgroup at smc.vnet.net
  • Subject: [mg76054] v6 time series package
  • From: rip pelletier <bitbucket at comcast.net>
  • Date: Tue, 15 May 2007 05:01:17 -0400 (EDT)

hi,

loading the time series package (TSP) tells me that

"Statistics`DescriptiveStatistics` is now obsolete."

"LinearAlgebra`MatrixManipulation` is now obsolete"

ok, so i commented out those two lines in the m file. things load fine, 
and many things work fine. but in particular, in section 1.6.1 of the 
TSP help, the LongAREstimate is too long to print, and the 
HannanRissanenEstimate comes out different ­ and takes way longer to 
print.

(to be specific, example 6.6 and example 6.7 of section 1.6.1).

so i went back to the original m file for the TSP. i don't know yet if 
_all_ the answers in the help file will be unchanged; but in particular 
the hannan rissanen and long AR came out unchanged, when i let the TSP 
load the two obsolete packages.

in short, if you use the TSP ­ and especially if you wrote it! ­ you 
need to note that its help files with and without the obsolete packages 
loaded do not get the same answers (at least for hannan rissanen and 
long AR). 

vale,
   rip

-- 
NB eddress is r i p 1 AT c o m c a s t DOT n e t


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