Time series toolbox for Mathematica a short introduction

Autoren Holger Schöner
TitelTime series toolbox for Mathematica a short introduction
TypTechnischer Bericht
NummerSCCH-TR-0520
OrtHagenberg, Austria
InstitutionSCCH
Jahr2005
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.