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The package of applied programs SPEKTR. (Russian. English summary) Zbl 0596.62089

Summary: In the paper the assignment, possibilities and structure of the applied program package SPEKTR are described. The package represents the library of the FORTRAN programs and is assigned for the statistical estimation of the main spectral characteristics of the one-dimensional random processes by their realizations.
Using the subroutines of the package it is possible 1) to estimate the time series spectrum by various nonparametric methods, 2) to detect the hidden periodicities and 3) to estimate the time series spectrum along the ARMA mathematical model. Some subroutines for the statistical estimation of time series trend and one-dimensional distribution are also included.

MSC:

62M15 Inference from stochastic processes and spectral analysis
62-04 Software, source code, etc. for problems pertaining to statistics

Software:

SPEKTR
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