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MathGroup Archive 2007

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Re: v6 time series package

  • To: mathgroup at smc.vnet.net
  • Subject: [mg76103] Re: [mg76054] v6 time series package
  • From: Darren Glosemeyer <darreng at wolfram.com>
  • Date: Wed, 16 May 2007 05:33:00 -0400 (EDT)
  • References: <200705150901.FAA17238@smc.vnet.net>

rip pelletier wrote:
> 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
>
>   

Hi Rip,

The current shipping version of Time Series is 5.2 compatible. An update 
of Time Series for 6.0 compatibility is in progress and will take care 
of dependencies on packages obsolete in 6.0. The documentation will also 
be updated for version 6.0 compatibility.

The unmodified 5.2 compatible package, however, will work fine in 6.0. 
It will need to load the packages you note and will generate obsolete 
package messages, but the obsolete package messages for 
Statistics`DescriptiveStatistics` and LinearAlgebra`MatrixManipulation` 
can be ignored.

Darren Glosemeyer
Wolfram Research


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