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Programs for the analysis of time series with missing observations : user manual for the programs CORRCAL and KALMAN / by Eivind Damsleth.: En13-5/87-131E-PDF

"This manual presents the Fortran programming codes for fitting time series models for irregularly spaced data which are commonly encountered in environmental work, especially water quality monitoring. Two sets of interactive programs are given and their use is illustrated on data from Turkey Lakes Watershed. One of the programs computes the autocorrelation and crosscorrelation function for time series with missing observations, while the other uses KALMAN filtering techniques for estimating the parameters in the univariate and multivariate models. Although the programs are written in Fortran 5 for a CDC-180 computer system, they are easy to adopt for other computer systems"--Abstract.

Permanent link to this Catalogue record:
publications.gc.ca/pub?id=9.870307&sl=0

Publication information
Department/Agency
  • Canada. Environment Canada.
  • National Water Research Institute (Canada). Rivers Research Branch.
  • Canada Centre for Inland Waters.
TitlePrograms for the analysis of time series with missing observations : user manual for the programs CORRCAL and KALMAN / by Eivind Damsleth.
Variant title
  • User manual for the programs CORRCAL and KALMAN
Series title
  • NWRI contribution ; 87-131
Publication typeMonograph - View Master Record
Language[English]
FormatDigital text
Electronic document
Note(s)
  • "RRB-87-23."
  • Title from cover.
  • Title page gives number as 87-103 but should be 87-131.
  • Digitized edition from print [produced by Environment and Climate Change Canada].
  • Includes bibliographical references.
  • Includes a management perspective and abstract in English and French.
Publishing information
  • Burlington, Ontario : National Water Research Institute, Rivers Research Branch, Canada Centre for Inland Waters, June 1987.
Author / Contributor
  • Damsleth, Eivind, author.
Description1 online resource (62 unnumbered pages).
Catalogue number
  • En13-5/87-131E-PDF
Subject terms
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