Click on the links below to access the software.
This software is an improved second version of an expert system for forecasting and economic statistics that is being developed at the Universite Libre de Bruxelles. It is particulary suited to the teaching of forecasting methods. TSE is used in France, Belgium and Switzerland (in universities, statistical institutes, private sector, ...). The English release available since May 1995 has been presented at the International Symposium on Forecasting (Toronto, June 1995).
TSE is available for IBM and compatible personal computers running PC-DOS or MS-DOS. It can be used on networks. It is mainly intended for statisticians, economists or engineers, and more generally, for users who need to be guided in their statistical analysis. For that purpose, TSE contains decision support tools. This package is more suited than others to the daily needs of universities and enterprises. However, it does not pretend to have yet as many statistical and econometric functions.
You can find a free version of TSE (Time Series Expert) by anonymous FTP HERE (1.2MB) Be careful to use the pkunzip -d option to get the directory structure.
FTP location: ftp://ftp.ulb.ac.be/pub/packages/tse/tse.zip
The following statistical methods are currently implemented:
ordinary least squares
least squares with interventions
two-stage least squares
ARIMA models (manual or automatical modeling)
ARIMA models with time dependent coefficients
ARIMA models with ARCH and GARCH errors
growth curves
elementary decomposition methods
Census X-11 method
Interactive and dynamic graphics are also offered.