Almost all the Fortran time series code I know of is in Fortran 77 .
Here are a few sources.
ARCH , http://weber.ucsd.edu/Depts/Econ/ARCH.html
ARFIMA , http://fastwell.gsia.cmu.edu
ARIMA , email Professor Erin Hodgess [[log in to unmask]]
ARIMA , http://lib.stat.cmu.edu/general/fracdiff
ARTA , http://www.iems.nwu.edu/~nelsonb/ARTA/
Dynamic Systems Estimation (DSE) (Fortran and S code)
http://www.bank-banque-canada.ca/pgilbert/dsedesc.htm
Markov Switching Models, http://weber.ucsd.edu/~jhamilto/software.htm
Numerical Aspects of Bayesian VAR-modeling ,
http://swopec.hhs.se/SWoPEc/hastef/abs/hastef0012.htm
STARPAC (has ARIMA code)
Numerical Recipes has code for "linear predictive coding", which I think is
the same
as an autoregressive model
IMSL and NAG libraries have routines for ARIMA
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