::Free Statistics and Forecasting Software::

v1.2.1

 

:: Free Statistics Software (Calculator) - Web-enabled scientific services & applications ::

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.

Main Menureturn to Main Menu

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

Bivariate Time Series Analysis & Forecasting - Time Series
Cross Correlation Functioncomputes the Cross Correlation Function for any bivariate time series
Bivariate Granger Causalitycomputes the bivariate Granger causality test in two directions.

Trivariate Time Series Analysis & Forecasting - Time Series

Multivariate Time Series Analysis & Forecasting - Time Series

Top | Output | References

To cite Wessa.net in publications use:
Wessa, P. (2024), Free Statistics Software, Office for Research Development and Education,
version 1.2.1, URL https://www.wessa.net/

© All rights reserved. Academic license for non-commercial use only.
The free use of the scientific content, services, and applications in this website is granted for non commercial use only. In any case, the source (url) should always be clearly displayed. Under no circumstances are you allowed to reproduce, copy or redistribute the design, layout, or any content of this website (for commercial use) including any materials contained herein without the express written permission.

Information provided on this web site is provided "AS IS" without warranty of any kind, either express or implied, including, without limitation, warranties of merchantability, fitness for a particular purpose, and noninfringement. We use reasonable efforts to include accurate and timely information and periodically update the information, and software without notice. We make no warranties or representations as to the accuracy or completeness of such information (or software), and it assumes no liability or responsibility for errors or omissions in the content of this web site, or any software bugs in online applications. Your use of this web site is AT YOUR OWN RISK. Under no circumstances and under no legal theory shall we be liable to you or any other person for any direct, indirect, special, incidental, exemplary, or consequential damages arising from your access to, or use of, this web site.

Software Version : 1.2.1
Algorithms & Software : Patrick Wessa, PhD
Server : www.wessa.net

About | Comments, Feedback & Errors | Privacy Policy | Statistics Resources | Wessa.net Home

 © Wessa.Net 2002-2024