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.
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publications.gc.ca/pub?id=9.870307&sl=1
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| Titre | Programs for the analysis of time series with missing observations : user manual for the programs CORRCAL and KALMAN / by Eivind Damsleth. |
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| Type de publication | Monographie - Voir l'enregistrement principal |
| Langue | [Anglais] |
| Format | Texte numérique |
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| Description | 1 online resource (62 unnumbered pages). |
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