Applied Time Series Analysis
Wayne A. Woodward, Southern Methodist University, Dallas, Texas, USA; Henry L. Gray, Southern Methodist University, Dallas, Texas, USA; Alan Elliott, University of Texas Southwestern Medical Center at Dallas, USA
Cat. #: K10965
ISBN 10: 1439818371
Publication Date: October 20, 2011
Number of Pages: 544
- Gives readers with limited time the ability to actually solve significant real-world problems
- Addresses many types of nonstationary time series and cutting-edge methodologies
- Promotes understanding of the data and associated models rather than viewing them as the output of a "black box"
- Includes a Windows-based time series software package that is both tutorial and data analytic in nature
Virtually any random process developing chronologically can be viewed as a time series. In economics, closing prices of stocks, the cost of money, the jobless rate, and retail sales are just a few examples of many. Developed from course notes and extensively classroom-tested, Applied Time Series Analysis includes examples across a variety of fields, develops theory, and provides software to address time series problems in a broad spectrum of fields. The authors organize the information in such a format that graduate students in Applied Science, Statistics, and Economics can satisfactorily navigate their way through the book while maintaining mathematical rigor.
One of the unique features of Applied Time Series Analysis is the associated software, GW-WINKS, designed to help students easily generate realizations from models and explore the associated model and data characteristics. The text explores many important new methodologies that have developed in time series, such as ARCH and GARCH processes, time varying frequencies (TVF), wavelets, and more. Other programs (some written in R and some requiring S-plus) are available on an associated website for performing computations related to the material in the final four chapters.
SOFTWARE and DATA FILES for use with the book
(Alternate download site)
Downloading tip: If asked to Save or Run, select "Run". This link will begin the installation of the software to your Windows computer.
Important: Once you install GW-WINKS, you are asked for an activation code. To activate the time series procedures in the GW-WINKS software, use this code:
NOTE: For Windows 7 64 bit users -- After installing WINKS -- To run WINKS (first time only) - right click on the WINKS icon. Select Properties. Select Compatibility. Toward the bottom of the screen is a category called Privilege Level. Check Run as Administrator. From then on, simply click the WINKS icon to run the program.
NOTE: For Windows VISTA users: In Windows Vista, some programs need to run as administrator in order to function properly. When you run WINKS, if you get an error message (usually Error 75) do this: Right click on the WINKS icon on your desktop. Click the Advanced button on the Shortcut page to get to the Advanced Properties dialog. Check the Run as Administrator box and click Ok.
DOWNLOAD GW-WINKS data files (files used in textbook examples, updates 2-14-2014.)
This file is in zip (data compression) format. We recommend that you unzip these files into a C:\ATSA or similar folder so you can access them using the GW-WINKS program. (Example programs you can use to unzip (uncompress) these files are WINZip or 7-Zip.)
(An additional file was recently added to the zip file (02/14/2014) -- PROB11.5.xls)
|SEMINARS: To contact the authors about doing an Applied Times Series Analysis in your area, email firstname.lastname@example.org.|
Some examples in the book use R or S+ code. Here are some helpful links to get you started using R.
NOTE: Some examples in the book, especially in Chapter 12, use R or S+ code. The following provides information on loading R onto your computer and installing program libraries from CRAN. Information about the proprietary package S+ can be obtained at the TIBCO website https://spotfire.tibco.com/products/s-plus/statistical-analysis-software.aspx.
Here are some helpful links to get you started using R.
- Download R at the CRAN website. This installation includes help files and user manuals.
- To use the WINKS R routines, you must install R on your comptuer. Click here for additional information about installing R on your computer for use in WINKS
- You can find tutorials from this link: Contributed Documentation. For beginners, we suggest R for Beginners.
- Instructions about how to install a library from CRAN (coming soon)
R & S+programs for Applied Time Series Analysis
Examples of R routines for
- creating plots in the style of those shown in the text
- long memory modeling (Chapter 11)
- wavelet analysis (Chapter 12)
- Wigner-Ville plots
can be found at
Useful R & S+ Programs for Applied Time Series Analysis
The GW-WINKS program provides a way to use statistical routines written in the R language. WINKS can run the R program, capture the output and display the results in the WINKS viewer. The reference provided here shows how to create R code for WINKS. Click here to get the WINKS-R Guide (Writing R-code for GW-WINKS.)
DOWNLOAD S-Plus Library GWS2.7.2 for analyzing G-stationary data
The S-Plus GWS Library has been developed to analyze G-stationary data using techniques discussed in Chapter 13. In order install the GWS 2.7.2 library on a Windows system, please first download the following file in zip format.
Right click on this link and select Save or Open GWS20070925.zip (requires an unzip program such as Winzip)
then install the library following the Instructions. To use GWS library, please see Help. Also, the problems at the end of Chapter 13 in ATSA provide a discussion of the analysis steps involved in using this software.
Other Notes about WINKS
Note about Macs: GW-WINKS is a Windows-based software program. There are ways to run it on an Apple Mac. For more information click Running WINKS on a Mac
Upgrade your software: Order an upgrade of WINKS to run other WINKS procedures - The GW-WINKS Software is a specialized version of the WINKS SDA general-purpose statistical software program. Using GW-WINKS, you have access to some of the options in the Analyze and Graph/Charts menus.You may purchase an upgrade to WINKS SDA Software that will activate the other items on the WINKS menus. For information on WINKS SDA Software, click here. To order an update that will activate WINKS SDA features in GW-WINKS, click here.
GW-WINKS Getting Started Guide
Print this guide to get started using GW-WINKS
GW‐WINKS is an add-on component of the WINKS SDA Statistical Data Analysis software. It
utilizes the foundation of the WINKS program to handle data entry and manipulation and provides
you with access to a number of time series procedures mentioned in the book Applied Time
Series Analysis (ATSA) by Woodward, Gray and Elliott.
The tutorials in the GW-WINKS Getting Started Guide describe some of the fundamental procedures you should know to best use this program. We recommend that you print and read this tutorial, and do the the the hands-on examples to get started using GW WINKS.