What will your time series analysis computer package do: computer packages
David J. Pack · OSTI OAI (U.S. Department of Energy Office of Scientific and Technical Information) · 1978
A survey of existing time series analysis computer packages is presented. The primary emphasis is on packages relating to the ARIMA model building process and packages that are non-spectral. The survey is segmented into general purpose standard statistical packages (BMDP, IMSL, SAS, SPSS), many method packages, and integrated ARIMA model building packages. Likely new directions are discussed. A number of concerns arise as a result of the survey, relating to the absence of time series capabilities in the standard statistical packages, the definition of an optimal method, the supply of computer packages from the academic to the business environment, and the degree of computerization appropriate for time series analysis.