STSA 2.1
The STSA (Statistical Time Series Analysis) Toolbox is a collection of O-Matrix functions for performing time series and statistics-related analysis and visualization, including simulation, estimation, residual analysis and forecasting. The toolbox provides capabilities for ARMA and ARFIMA, Bayesian, non-linear and spectral analysis related models. Version 2.1 includes functions for nonparametric, nonlinear time series analysis, and Singular Spectrum Analysis (SSA) on univariate time series.