::Free Statistics and Forecasting Software::

All rights reserved. The non-commercial (academic) use of this software is free of charge. The only thing that is asked in return is to cite this software when results are used in publications.

Here you find a collection of Free Time Series Analysis Software modules (Calculators). The modules have been grouped in Univariate, Bivariate, and Trivariate categories. All modules can be used with any dataset that contains ungrouped observations.

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Univariate Time Series Analysis & Forecasting - Ungrouped Data
(Partial) Autocorrelation Function	computes the autocorrelation and partial autocorrelation function for any univariate time series
Variance Reduction Matrix	computes the Variance Reduction Matrix that can be used to determine which combination of seasonal and non-seasonal differencing.
Standard Deviation-Mean Plot	computes the Standard Deviation-Mean Plot and the Range Mean Plot
Spectral Analysis	computes the raw periodogram and the cumulative periodogram of a univariate time series (with the 95% Kolmogorov-Smirnov confidence intervals)
ARIMA Backward Selection	computes the ARIMA Backward Selection approach
ARIMA Forecasting	computes the forecasts of a univariate ARIMA model.
Classical Decomposition	computes the Classical Seasonal Decomposition of a univariate time series by Moving Averages
Decomposition by Loess	computes the Seasonal Decomposition by Loess as proposed by Cleveland et al.
Structural Time Series Models	computes the following Structural Time Series Models
Exponential Smoothing	computes the various exponential smoothing models, and generates forecasts
Bivariate Time Series Analysis & Forecasting - Ungrouped Data
Cross Correlation Function	computes the Cross Correlation Function for any bivariate time series
Trivariate Time Series Analysis & Forecasting - Ungrouped Data
Multivariate Time Series Analysis & Forecasting - Ungrouped Data

To cite Wessa.net in publications use:
Wessa, P. (2008), Free Statistics Software, Office for Research Development and Education,
version 1.1.22-r6, URL http://www.wessa.net/

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Software Version : 1.1.22-r6
Algorithms & Software : Prof. dr. P. Wessa
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