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PEST

Peter J. Brockwell and Richard A. Davis
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Peter J. Brockwell: Royal Melbourne Institute of Technology, Mathematics Department
Richard A. Davis: Colorado State University, Department of Statistics

Chapter 2 in ITSM for Windows, 1994, pp 9-59 from Springer

Abstract: Abstract Double click on the icon labelled pest in the itsmw window (or in DOS type PEST↩ from the C:\ITSMW directory) and you should see the figure displayed in Figure 2.1. Then press any key and you will see the Main Menu of PEST as shown in Figure 2.2.

Keywords: ARMA Model; Stationary Time Series; Seasonal Component; Main Menu; ARMA Process (search for similar items in EconPapers)
Date: 1994
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-1-4612-2676-5_2

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DOI: 10.1007/978-1-4612-2676-5_2

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