Time series toolbox for Mathematica a short introduction
Authors |
Holger Schöner |
Title | Time series toolbox for Mathematica a short introduction |
Type | techreport |
Number | SCCH-TR-0520 |
Address | Hagenberg, Austria |
Institution | SCCH |
Year | 2005 |
Abstract | The following is a summary of the tutorial provided together with the time series toolbox for Mathematica, with the main focus on ARMA and SARIMA models. Where appropriate, my experiences in application of the toolbox have been annotated. |