Copyright
© 2008, A.I. McLeod and K.W. Hipel. License: This software
may be freely used by user's
of this software are requested to reference the software and our 1994 book in
any research publications.
The McLeod-Hipel time series package was written originally in the
early 1990's and runs in DOS. It has its own point-and-click environment
so it is extremely user friendly and easy to use. This package features
ARIMA, seasonal ARIMA, subset ARIMA all with optional Box-Cox analysis.
Trading day effects can be estimated in the monthy
SARIMA model. Transfer-function noise, regression with autocorrelated error, intervention analysis and STL
decompositions are available. Forecasting including mmse
forecasts in the original data domain for Box-Cox transformed series.
About 40 time series datasets are included with the package but you can easily
input other data -- see Reference Manual. The full version of this
package is now available for free. For more details, please see the
Reference Manual.
Reference Manual for the MHTS
package.
To install the package,
simply download the following zip file:
Then unzip in some suitable
directory. Using Windows Explorer, find MTS.EXE
and then right-click and set program properties so EMS memory is 4096 and XMS
memory is automatic. You can start from Windows by clicking on MTS.EXE or
by switching to a DOS window and typing MTS in the directory where MTS.EXE is located. Unfortunately
this method doesn't always work with Windows so sometimes it is necessary to
install additional software. See DOSBOX below.
If the program fails to
load, see below.
It uses overlay technology
with EMS memory which causes some compatibility problems with Windows. On
some Windows XP systems it runs fine (after setting EMS memory to 4096) but on
other systems using a DOS emulator is necessary. The software runs fine
with the DOSBOX emulator which is available for free:
http://dosbox.sourceforge.net/
Notes on using MHTS with DOSBox
Individual
Component Programs
The programs that comprise
the MHTS package can be run separately under Windows. Just pick the
program you need and click on it from Windows Explorer. The input data
for the program should be in a subdirectory named Data. The format for
the data is ASCII with the first line being a title string and the remaining
lines containing data in free format. The input is read across.
Programs are available as zip or rar files: exe.rar exe.zip
Last
update: 04/03/2008 02:41:00 PM