TSERIES—A User-Oriented Computer Program for Time Series Analysis
William Q. Meeker · The American Statistician · 1978
TSERIES is a computer program which was written to perform Box-Jenkins type analyses for univariate time series data. The program is capable of performing the analyses described in the first nine chapters of Box and Jenkins (1976) and it follows the general outline given there. TSERIES is both versatile and easy to use. Input is accomplished through a series of simple, compact commands, only a small number of which are needed for standard analyses. However, there are a large number of additional commands that can be used to modify standard assumptions and invoke special options. It is easy to learn to use the program. As a result, it has been very useful in practical applications as well as for giving students hands-on experience in courses on applied time series analysis. One of the important features of TSERIES is its easy-to-use free field command structure which was patterned after two other popular statistical packages, OMNITAB and MINITAB. For example, the following commands would be sufficient to produce outputs for identification of a time series model for a stationary time series of length 200: