MIDAS utilities for time series analysis

In this section we describe the functioning of the MIDAS time series analysis (TSA) package. For a detailed description of syntax and usage we refer the reader to the respective HELP information. We precede the command description with the description of the scope of the applications and the structure of the TSA input and output files and of the keywords holding the relevant parameters.

• Scope of applications
• The TSA environment
• Input data format
• Output data format
• Fourier analysis
• Time series analysis in the frequency domain
• Analysis in the time domain
• Auxiliary utilities