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Time series models in Fortran

shalwi
Beginner
‎11-26-2009 09:36 PM
886 Views
As a part of my reasearch, I have been working with discrete time series models using Matlab. Now, I am further trying to implement themusing Fortran 90 for other reasons. Being new to Fortran, I am wondering if this has to be started from scratch ordothe time series models exist inany libraries or functions or inany form?
Apprciate any response.
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TimP
Honored Contributor III
‎11-27-2009 12:25 AM
886 Views
Quoting - shalwi
As a part of my reasearch, I have been working with discrete time series models using Matlab. Now, I am further trying to implement themusing Fortran 90 for other reasons. Being new to Fortran, I am wondering if this has to be started from scratch ordothe time series models exist inany libraries or functions or inany form?
Apprciate any response.
If this problem can be posed with more specificity, it might usefully be put on usenet comp.lang.fortran.
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anthonyrichards
New Contributor III
‎11-27-2009 04:08 AM
886 Views
Quoting - shalwi
As a part of my reasearch, I have been working with discrete time series models using Matlab. Now, I am further trying to implement themusing Fortran 90 for other reasons. Being new to Fortran, I am wondering if this has to be started from scratch ordothe time series models exist inany libraries or functions or inany form?
Apprciate any response.

E.G are you doing lots of FFTs? Are you creating time series with added random noise? Are you doing autocorrelation, filtering etc.?
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