The applications are numerous The LSE has a long and distinguished history in time series analysis and the Department of Statistics has a developing interest in various aspects of statistical learning ...

The time series analysis subroutines are an adaptation of parts of the TIMSAC (TIMe Series Analysis and Control) package developed by the Institute of Statistical Mathematics (ISM) in Japan.

Abstract: A structural import demand equation is derived and estimated for a large number of countries, using recent time-series techniques that address the problem of non-stationarity. The average ...