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
SCCH ID# 520
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.