Time series analysis test list

[Rajeshms]

Dear all,

I would like know whether the following list of techniques are available in SPSS are not.................

1.       Autoregressive moving average (ARMA)

2.       Autoregressive integrated moving average (ARIMA)

3.       The autoregressive fractionally integrated moving average (ARFIMA)

4.       Autoregressive conditional heteroskedasticity (ARCH)

5.       Generalized AutoRegressive Conditional Heteroskedasticity (GARCH),

6.       Threshold ARCH (TARCH),

7.       Exponential general autoregressive conditional heteroskedastic (EGARCH),

8.       Fractionally Integrated Generalized Autoregressive Conditional Heteroskedasticity (FIGARCH)

9.       Component GARCH (CGARCH)

10.    Autoregressive Unit Root Tests

11.    Dickey-Fuller Unit Root Tests

12.    Augmented Dickey Fuller test

13.    Phillips-Perron Unit Root Tests

14.    KPSS test (Kwiatkowski, Phillips, Schmidt and Shin)

--

Regards,

Rajesh M S

[Bruce Weaver]

http://www-01.ibm.com/support/docview.wss?uid=swg27021213

Rajeshms wrote

Dear all,

I would like know whether the following list of techniques are available in
SPSS are not.................

1.       Autoregressive moving average (ARMA)

2.       Autoregressive integrated moving average (ARIMA)

3.       The autoregressive fractionally integrated moving average (ARFIMA)

4.       Autoregressive conditional heteroskedasticity (ARCH)

5.       Generalized AutoRegressive Conditional Heteroskedasticity (GARCH),

6.       Threshold ARCH (TARCH),

7.       Exponential general autoregressive conditional heteroskedastic
(EGARCH),

8.       Fractionally Integrated Generalized Autoregressive Conditional
Heteroskedasticity (FIGARCH)

9.       Component GARCH (CGARCH)

10.    Autoregressive Unit Root Tests

11.    Dickey-Fuller Unit Root Tests

12.    Augmented Dickey Fuller test

13.    Phillips-Perron Unit Root Tests

14.    KPSS test (Kwiatkowski, Phillips, Schmidt and Shin)
--
Regards,

Rajesh M S

[Kreischer,Resha M]

Hello,

February 21, 2013 was my last day with FCPS. I will routinely check my emails and forward your questions to the appropriate person. You may also contact Tricia Shankle at 301-696-6919.

Sincerely,

Resha Kreischer-Anderson

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