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The Time Series menu offers wizards for a variety of time-series analysis tasks.

Autocorrelations

Computes regular and partial autocorrelations for a series.

Cross Correlations

This computes cross correlations and covariances for a pair of series.

Unit Root Test

Provides access to seven different unit root testing procedures. You can use fields in the dialog box to filter the available choices based on various criteria including the null hypothesis used, the type of test, and whether or not the procedure allows for structural breaks.

ARCH/GARCH(Univariate)

The ARCH/GARCH(Univariate) Wizard estimates univariate ARCH, GARCH, and related models.

ARCH/GARCH(Multivariate)

The ARCH/GARCH(Multivariate) Wizard estimates multivariate ARCH, GARCH, and related models.

Box-Jenkins (ARIMA) Models

This Wizard estimates ARIMA models.

Exponential Smoothing

This Wizard implements exponential smoothing.

VAR (Setup/Estimate)

This Wizard defines and estimates VAR models.

VAR (Forecast/Analyze)

This generates forecasts, impulse responses, variance decompositions, and historical decompositions for VARs and other multi-equation models.

Cointegration Test

Provides access to several tests for cointegration.

Cointegration Estimation

Provides access to several procedures for estimating cointegration models.

CATS Cointegration

If you have Version 2 of CATS, you can use this operation to execute the procedure.

Single-Equation Forecasts

Generates forecasts for a single equation.