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In the early days of teaching multiple time series analysis, a menu-driven software was developed for use in the classroom and for examinations. The software and its follow-up version are briefly motivated and reviewed. A personal view of the author about future software tools for time series analysis is expressed.

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A Software for Teaching Multivariate Time Series Analysis

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  • 发表日期：

    2026年

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  • Helmut Lütkepohl

摘要

In the early days of teaching multiple time series analysis, a menu-driven software was developed for use in the classroom and for examinations. The software and its follow-up version are briefly motivated and reviewed. A personal view of the author about future software tools for time series analysis is expressed.