Commercial Software
The STSA (Statistical Time Series Analysis) Toolbox is an extensive collection of O-Matrix functions for performing time series related analysis and visualization. The STSA toolbox provides extensive capabilities for ARMA and ARFIMA, Bayesian, non-linear and spectral analysis related models.
The STSA toolbox aids in the rapid solution of many time series problems, some of which cannot be easily dealt with using a canned program or are not directly available in most analysis software packages. For example, the NONLIN directory provides functions for model selection, estimation and forecasting for the class of functional coefficient autoregressive models: this is a state-of-the-art class of powerful and flexible non-parametric models that can be used in forecasting nonlinear time series. And, in the SPECTRAL directory the user can find functions for simulating, estimating and forecasting long-memory time series, a class of time series that is encountered in such diverse fields as hydrology and finance. The BAYES directory includes functions for Bayesian modeling and forecasting of time series that are not typically available in a commercial statistical package. The Bayesian techniques of this directory offer a greater degree of flexibility than traditional linear models and can handle a large number of forecasting tasks. The ARMA directory provides over 40 functions for analyzing uni- and multidimensional time series via the class of ARMA-type models.
A few areas of application of the STSA toolbox include:
- Forecasting in economics and finance.
- Sales forecasting and inventory control.
- Industrial forecasting and process control.
- Specification of multidimensional models (transfer functions and VARs) and nonlinear models in fields like astronomy, hydrology and operations research.
The STSA toolbox can be used by practitioners in a variety of disciplines. It can also be used for classroom instruction, as it allows the instructor to concentrate on the actual application of time series concepts and not on programming.
The STSA toolbox offers a complete solution for doing time series analysis: from simulation, to estimation, to residual analysis, to forecasting, complete with many auxiliary statistical functions for descriptive statistics, statistical plots, trend forecasting, time series smoothing and others. The toolbox comes with extensive documentation and numerous examples.
Address: Harmonic Software Inc., PO Box 7365, Breckenridge, CO 80424
Phone: 970-389-0868
Fax: 970-547-5307
Email: harmonic@omatrix.com
URL: http://www.omatrix.com/stsa.html