[web:reg] [free Excel Add-Ins (Hodrick Prescott, Bandpass, ADF, ARIMA, Correlogram...)] - http://www.web-reg.de/
My programs are primarily econometrical Excel Add-Ins which are written in VBA or C++. Add-Ins have the great advantage that you can work directly from Excel. |
CaterpillarSSA - http://www.gistatgroup.com/cat/
Based on the model-free method of time series analysis Caterpillar-SSA (Singular Spectrum Analysis). The result of the Caterpillar-SSA processing is identification, analysis and forecast of additive components of time series (trends, periodicities, noise). The program can be applied to multivariate analysis/forecasting and change-point detection. |
http://forum.europa.eu.int/irc/dsis/eurosam/info/data/demetra.htm - http://forum.europa.eu.int/irc/dsis/eurosam/info/data/demetra.htm
Free user-friendly interface to Tramo/Seats and X-12-Arima for automated applications and for detailed time series analysis. |
http://www.brodgar.com/ - http://www.brodgar.com/
Program package used for estimating common trends, seasonal components and cycles in short, non-stationary multivariate time series. Based on dynamic factor analysis. |
http://www.jmulti.de - http://www.jmulti.de
Time series analysis program, written in Java, to accompany book "Applied Time Series Analysis", by Helmut Lutkepohl and Markus Kratzig. |