Applied Time Series Analysis GW-WINKS

Comments about Applied Time Series Analysis

Quotes
Current time series theory for practice is well summarized in 2012 book Wayne A. Woodward, Henry L. Gray, Alan C. Elliott, Applied Time Series Analysis, CRC Press.
—Emmanuel Parzen (2012)

"International Language Time Series Spoken Here," Remarks as Chair of Session One, NBER NSF Time Series Conference, Texas A&M University, October 26, 2012.

What an extraordinary range or topics you cover, all very insightfully. I like your innovations very much, such as the AR factor table.
—Email correspondence from David Findley

Reviews
"… impressive coverage of the scope of time series analysis in both frequency and time domain … One unique feature of the book is the emphasis on factoring the AR polynomial function and its roots. … I commend the authors for having included a number of topics on nonstationary processes(e.g., time-varying spectrum, wavelets), ...an excellent textbook to adopt for a class and a good introductory book for a student who wants to embark on dissertation research in time series. … the book provides the reader with very good background material to be able to conduct practical and insightful data analysis and be able to comprehend the more theory-oriented books. There are many very good exercises in this book …"
—Hernando Ombao, Journal of the American Statistical Association, March 2013

"The book contains many illustrative examples, theorems with proofs, and applied and theoretical problems at the end of each chapter with real-life applications. Also, the book looks at generating realisations of the mentioned time series models via software packages such as GW-WINKS and R. The book's material is very valuable and is well presented, so it represents a good reference at both undergraduate and postgraduate levels, and also a good source for all who are interested in time series analysis."
—Hassan S. Bakouch, Journal of Applied Statistics, 2012

Seems like well written book. GW-Winks also rocking software, because it is just point click and can get all the results very quickly.
—Anonymous review on Amazon

This is a support site for the book:

Cover

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

Price:  $99.95
Cat. #:  K10965
ISBN:  9781439818374
ISBN 10:  1439818371
Publication Date:  October 20, 2011
Number of Pages:  544

Binding(s):  Hardback

Features

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

Summary

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

DOWNLOAD GW-WINKS Software

(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:

T858-TENE-KRCR-QJFJ

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 waynew@smu.edu.

Useful R & S+ Information and Programs

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

Using R from within GW-WINKS

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

Cover 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.

Click on the link below to download the Getting Started Guide. We recommend that you print this guide so you can get the best use from the tutoruals. The guide is in .pdf format.

Download & Print the GW-WINKS Getting Started Guide Tutorials

Download GW-WINKS

Download Data

SOFTWARE and DATA FILES for use with the book