FORTRAN subroutines for time series analysis
M. J. R. Healy, Bruce P. Bogert · Communications of the ACM · 1963
The authors have recently been concerned in a time-series study that constituted a fairly typical piece of applied statistical i ~J research, involving extensive computations on a moderately large quantity of data.We have found that the many different numerical processes that were required could be built up almost completely from a small number of basic operations, and a set of FORTRAN subroutines has been written to perform these.The main purpose of this note is to describe these subroutines, but since the question of general statistical programs is topical [1 ], we include some general remarks.