SPLUSTS Splus Functions for Time Series Analysis

SPLUSTS S-PLUS Functions for Time Series Analysis

Splus has a rich collection of functions for doing time series analysis. For the beginner, however, the functions can be difficult to use. I have written a collection of Splus functions to better integrate the Splus analytical and graphical tools and provide a simpler interface for doing Box-Jenkins type ARMA/ARIMA modeling and analysis. There are also some routines for intervention analysis. In addition I have written some functions that use simulation to help students and more experienced analysts get a better understanding of the behavior of ARMA models. These functions are called, collectively, SPLUSTS.

Click here to see or print the SPLUSTS (Splus Time Series Analysis) software documentation. ( pdf )

Click here to see or print instructions for downloading and installing SPLUSTS.

ISU students can still check out a CD for the Student version of S-PLUS 6.2 from Sherrie in room Snedecor 117.

Click to download a self-executing zip file containing SPLUSTS and associated documentation and examples for Splus 6.x running under Windows 95/98/NT/ME/2000/XP.

I also have an older version that works under Splus 4.5 and 2000. Click to download a self-executing zip file containing SPLUSTS and associated documentation and examples for Splus 4.5 and 2000 running under Windows 95/98/NT/ME/2000/XP.