SPECAN (SPECtral ANalysis) - A Program in ACSL for Stochastic Time Series Analysis.
AERONAUTICAL RESEARCH LABS MELBOURNE (AUSTRALIA)
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This document describes a computer program which uses Advanced Continuous Simulation Language ACSL for stochastic time series analysis on a DEC system-10 computer. The use of ACSL has considerably reduced programming effort and has provided the user flexibility in the selection of various output options with different modes of presentation. An example of a spectral analysis of a discrete time series using SPECAN is also presented in this Memorandum.
- Statistics and Probability
- Computer Programming and Software