Time Series Software

These are the list of statistical packages for time series analysis. See also:

Packages that support regression, ANOVA and related analyses
Packages for structural equation modeling
Other types of software.

gretl

gretl does time series and other statistics; it is in our “special purpose and general math programs” page.

kSpectra

Version 3.6; Automator, Spotlight support;
Price: $100, available in the Mac App Store, Lite version $10; volume discounts
Listing updated 12-27-2017; software updated 2017

Published by Spectraworks, kSpectra Toolkit is “a set of programs for advanced spectral analysis of univariate or multivariate time series arising in many of the physical sciences, ranging from electrical engineering and physics to geophysics and oceanography, as well as biomedical sciences. The toolkit contains procedures for estimating the spectrum of a time series, decomposing the time series into trends, oscillatory components, and noise, and reconstructing the contributions of selected components of the time series,” according to the web site.

Dennis Kahlbaum wrote: “makes time series analysis relatively easy via GUI and built-in functions/methods.”