Does anyone knows of good software for carrying out a time series analysis?
Hello Francisco, it clearly depend on what you have precisely to do in practice. At the same time depend on the experience you can have in programming. In fact the various programming languages tend to be very useful in order to implement various types of analyses (in the R case at no cost) but they need some time to be mastered. The software with a GUI tend to be more simple but they have as well various ways to perform at the same time analysis based on time series. A powerful option is clearly to mix the use of commercial\free software with a GUI (E-Views, Stata, Gretl for example) with a programming language (R or Matlab) in order to expand the capabilities of both the environments. For example you can perform some analyses using a software and other one using a programming language.
In every case very popular choices are:
RATS (Regression Analysis of Time Series) is a very good choice and could be useful for many uses. The software is update with the new results.
JMULTI good interface, various advanced methodologies implemented on multiple time series. The software is free.
E-VIEWS very simple to use various methodologies implemented from the most simple. The software is updated with the new results in literature
GRETL very simple to use and free.
STATA simple to use (good interface) but at the same time updated
Other: RAPIDMINER, WEKA.
There are as well various programming language which allows many time series.
R is free and there is a specific task views on time series with many packages related to time series analysis
MATLAB there are various libraries in order to implement time series analyses.
Other: PYTHON
Best Regards,
Carlo
In case you have some simple task, you would probably want to use EViews or Gretl. They are easy to use, but powerful enough for simple and generic tasks.
For more advanced tasks I would recommend RATS (Regression analysis time series). It is probably the best software for time series analysis today. It is easy to use, and it has a lot of already written procedures which are really easy to implement.
Hello Francisco, it clearly depend on what you have precisely to do in practice. At the same time depend on the experience you can have in programming. In fact the various programming languages tend to be very useful in order to implement various types of analyses (in the R case at no cost) but they need some time to be mastered. The software with a GUI tend to be more simple but they have as well various ways to perform at the same time analysis based on time series. A powerful option is clearly to mix the use of commercial\free software with a GUI (E-Views, Stata, Gretl for example) with a programming language (R or Matlab) in order to expand the capabilities of both the environments. For example you can perform some analyses using a software and other one using a programming language.
In every case very popular choices are:
RATS (Regression Analysis of Time Series) is a very good choice and could be useful for many uses. The software is update with the new results.
JMULTI good interface, various advanced methodologies implemented on multiple time series. The software is free.
E-VIEWS very simple to use various methodologies implemented from the most simple. The software is updated with the new results in literature
GRETL very simple to use and free.
STATA simple to use (good interface) but at the same time updated
Other: RAPIDMINER, WEKA.
There are as well various programming language which allows many time series.
R is free and there is a specific task views on time series with many packages related to time series analysis
MATLAB there are various libraries in order to implement time series analyses.
Other: PYTHON
Best Regards,
Carlo
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