[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. |
AlaVar - http://yazdiet.club.fr/alavar.html
Freeware to compute the three Allan Standard Deviations of a time series. |
Brodgar - 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. |
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. |
DEMETRA - 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. |
JMulTi - http://www.jmulti.de
Time series analysis program, written in Java, to accompany book "Applied Time Series Analysis", by Helmut Lutkepohl and Markus Kratzig. |
kSpectra Toolkit - http://www.spectraworks.com/
Using novel tools such as singular spectrum analysis and multitaper method, time series can be decomposed into noise and predictable components - trends and oscillatory modes, which can be reconstructed and forecast. |
Neuro: Dynamic Time Series Analysis - http://www.geocities.com/somesoftware/neuro.html
Features the visualization of the multi-channel, multi-frequency digitized data, discrimination, correlation analysis, spectrum, expected density and other functions. |