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PC-Programme zur Zeitreihenanalyse: Datenmanagement, Grafik und univariate Analyseverfahren (SPSS, SYSTAT, STATISTICA, MicroTSP, MESOSAUR)
PC programs for time-series analysis: data management, graphics and univariate analysis methods (SPSS, SYSTAT, STATISTICA, MicroTSP, MESOSAUR)
[journal article]
Abstract Der vorliegende Artikel vergleicht fünf Software-Programme für Zeitreihenanalysen: drei allgemeine statistische Programme (SPSS, SYSTAT, STATISTICA), eine ökonometrische Anwendung (MicroTSP) und ein speziell für Zeitreihenanalysen entwickeltes Programm (MESOSAUR). Zusätzlich zu den relevanten statis... view more
Der vorliegende Artikel vergleicht fünf Software-Programme für Zeitreihenanalysen: drei allgemeine statistische Programme (SPSS, SYSTAT, STATISTICA), eine ökonometrische Anwendung (MicroTSP) und ein speziell für Zeitreihenanalysen entwickeltes Programm (MESOSAUR). Zusätzlich zu den relevanten statistischen Verfahren werden Möglichkeiten der Datentransformation und des Datenmanagements sowie Formen graphischer Aufbereitung dargestellt. Für SPSS und SYSTAT werden unterschiedliche DOS- und Windows-Versionen berücksichtigt. Die EDV-technische Umsetzung (univariater) zeitreihenanalytischer Verfahren wird nach technischen Anforderungen und Kosten beschrieben und bewertet. (pmb)... view less
'This article compares five software-packages for time series analysis: three general statistical packages (SPSS, SYSTAT, STATISTICA), one econometric application (MicroTSP) and one program specifically designed for time series analysis (MESOAUR). In addition to relevant statistical procedures possi... view more
'This article compares five software-packages for time series analysis: three general statistical packages (SPSS, SYSTAT, STATISTICA), one econometric application (MicroTSP) and one program specifically designed for time series analysis (MESOAUR). In addition to relevant statistical procedures possibilities for data transformation, datahandling and graphical facilities will also be dealt with. For SPSS and SYSTAT differences between DOS- and Windows-versions are noted. The statistical procedures for time series analysis of all three general packages are fairly similar: techniques for smoothing by moving averages, for fitting trend functions, exponential smoothing, spectral analysis and ARIMA-model building. The procedures related to the latter will be discussed in detail. MicroTSP, which is clearly an economic program, lacks some 'classical' methods like spectral analysis and symmetric moving averages. On the other hand some newer (econometric) developments like unit root tests are implemented. Finally the program MESOSAUR will be described, which has unique data-management facilities. The various algorithms of this program even contain frequency filtering. On the other hand one can not recommend ARIMA-procedures as well as the built-in expert system. As a result some specific requirements concerning historical research will be formulated. Finally some further references to other time series analysis software and statistical programming languages will be given.' (author's abstract)... view less
Keywords
electronic data processing; statistical analysis; data processing program; data organization; data; analysis; time series; historical social research
Classification
Methods and Techniques of Data Collection and Data Analysis, Statistical Methods, Computer Methods
Research Design
Method
documentation; development of methods; basic research
Document language
German
Publication Year
1994
Page/Pages
p. 78-123
Journal
Historical Social Research, 19 (1994) 3
DOI
https://doi.org/10.12759/hsr.19.1994.3.78-123
ISSN
0172-6404
Status
Published Version; peer reviewed