| Article ID: | iaor19921350 |
| Country: | Netherlands |
| Volume: | 5 |
| Start Page Number: | 263 |
| End Page Number: | 278 |
| Publication Date: | Dec 1989 |
| Journal: | International Journal of Forecasting |
| Authors: | Van Nes Floor, Ten Cate Arie |
| Keywords: | computational analysis: personal computers, time series & forecasting methods |
A review is presented of the major econometric and forecasting computer programs for the IBM PC and compatibles which can estimate multiple equation models on time series data and compute forecasts with such models. This selection resulted in a set of 13 programs. The detailed description of the programs is in a series of tables, covering among others: price, required hardware, regression analysis, single equation forecasting, and the estimation and solution of simultaneous equation models. Also, the result of a benchmark test is given, showing the speed of model solution. The tables are preceded by a verbal introduction, including a discussion in some detail of the efficient solution of large simultaneous models. A list of the vendor’s addresses is included.