A Software System for Time Series Model Fitting : TMODEL

Abstract

In this paper, we report our attempt to construct a software system for time series model fitting, TMODEL, on a 16-bit personal-computor (PC9800). This system has the following features: i) easiness to approach, ii) graphical ability and iii) extendability and modifiability of programmes.To construct our software system for time series data analysis, we suppose a user having some fundamental knowledge about time series analysis, so that the user can easily modify and/or extend programmes by himself. As an illustrative example for time series model fitting by our system, we made a short-term prediction of the famous Canadian lynx data. In the process of our study of constructing the software system, it occurred to us that the system itself should have some knowledge about statistical time series analysis which can help a user to read a graphical features of time series data and to choose a next proper action for him to take.