Bianchi, Carlo and Calzolari, Giorgio and Corsi, Paolo (1974): Interactive management of time series. Published in: IBM Italy Technical Report No. CSP022 / G513-3530 No.38 (May 1974): pp. 1-43.
Download (1MB) | Preview
At tbe IBM Pisa Scientific Center an interactive package has been developed under CP-67/CMS, which is particularly helpful when the data to be processed are time series. The interactive facilities of the operating system CP-67/CMS are strenghtened in such a way as to allow an easy interactive correction procedure during the execution of any command. The central file of time series data is available to be interactively shared among several users. Each user can also keep and use her/his own private series. Time series can have annual, semestral, quarterly or monthly entries. Arithmetic, algebraic and trigonometric operators, special operators - mean, variance, maximum, minimum, lagging, variation rate, first difference and selection of a part of a series - are supplied for interactive use. When applied to a time series, monadic operators - logarithm, exponential, etc - return a new series with different numeric data. When applied to two time series with the same periodicity (e.g. both with annual data, etc) dyadic operators - mm, subtraction, etc - return a new series referring to the period common to both the original series. Three interactive methods of estimation are supplied: ordinary least squares (OLS), two stage least squares (TSLS), limited information single equation (LISE). Correlation matrix and graphic plotting routines are provided. In addition it is easy for users with some experience of computer processing to insert special functions in the IMTS environment.
|Item Type:||MPRA Paper|
|Original Title:||Interactive management of time series|
|Keywords:||Interactive programming language; time series; algebraic transformation; monadic operators; dyadic operators; econometric models|
|Subjects:||C - Mathematical and Quantitative Methods > C8 - Data Collection and Data Estimation Methodology ; Computer Programs > C87 - Econometric Software|
|Depositing User:||Giorgio Calzolari|
|Date Deposited:||25 Aug 2010 06:25|
|Last Modified:||14 Jun 2016 20:21|
1) IBM - (CP-67/CMS) Version 3 CMS Program Logic Manual - GY20-0591-0.
2) IBM - (CP-67/CMS) Version 3 User's Guide - GH20-0859-0.
3) P. Corsi, A. Stajano - An interactive programming system to solve econometric non linear models. Technical Report - CSP010/513-3505, IBM Italia.
4) IBM - System/360 Scientific Subroutine Package Version III Programmer's manual - H20-9203.
6) J. Kmenta - Elements of Econametrics. The Macmillan Company, New York, 1971.
6) M. Crivellini - Analisi quantitativa per la programmazione di breve periodo (Ricerca di gruppo coordinata da G. Fua'). Settore reale: struttura e simulazione. Documento di lavoro n. 15, March 1972.