This page containsMinitab macros useful in time series analysis and some ascii data filesthat are ready to use with MinitabThe following macros wereobtained from Jon Cryer'stext "Time Series Analysis" that was published by PWS-Kent in 1986. These work with early versions of Minitab:
ar1.mtbsimulates an AR(1) series and uses ar1.a
ar2.mtbsimulates an AR(2) series and uses ar2.a
ma1.mtbsimulates an MA(1) series
ma2.mtbsimulates an MA(2) series
arma11.mtbsimulates an ARMA(1,1) series and uses ar1.aThesemacros were written by Jon Cryer foruse with version 12 (and higher) of Minitab:
ar1.macsimulates AR(1) processes
ar2.macsimulates AR(2) processes
ar2acf.maccalculates and plots the theoretical ACF forany AR(2) process
ar2weights.maccalculates the psi-weights for any AR(2)
arma11.macsimulates an ARMA(1,1) process
schur.mac checks stationarity of any ARMA process viaSchur's theorem
monthly.macproduces a time series plot using specialsymbols to look for seasonality of monthly series
monthly2.macis similar to Monthly.mac but uses differentsymbols
seasplot.maclooks for seasonality in a time series plotwith arbitrary season length
For spectral analysis youcan use the following Minitab macros (these work withversion 13 and higher). Put the macros in the Macro subdirectory of yourMinitab directory:fourier.mtbwill do a periodogram analysis of a time series andit uses fourier.a. This macro is a modified versionof the Minitab macro found at StatLib.It assumes the data have been read into C1. After that, just type exec'fourier'. The original author is unknown.
spectral.mtbis similar to fourier.mtb but the data are firsttapered (using a cosine bell) and the resulting periodogram is smoothed(using a 3-pt moving average with weights .25-.50-.25). This macro alsouses fourier.a.
The following data arefrom Jon Cryer's text. Data descriptions can be found in the individualfiles.bja.datBox & Jenkins Series A
bjb.datBox & Jenkins Series B
bjc.datBox & Jenkins Series C
bjd.datBox & Jenkins Series D
bje.datBox & Jenkins Series E
milkpr.datMilk production in pounds per cow per month
airpas.datMonthly U.S. air passenger miles
icbus.dat Weekday bus ridership, Iowa City
iowainc.datIowa non-farm income per capita
portbus.datPortland, Oregon average monthly bus ridership
portgas.datPortland, Oregon monthly average gasoline price
tempdub.datAverage monthly temperatures in Dubuque, Iowa
unemp.datU.S. quarterly unemployment rates (seasonally adjusted)
Data from Shumway and Stoffer(2000), "Time Series Analysis and Its Applications" can be foundhere. There's a pointer to more time series data sets on that page.