McLeod-Hipel Time Series Package

Copyright 2008, A.I. McLeod and K.W. Hipel.  License:  This software may be freely used by user's of this software are requested to reference the software and our 1994 book in any research publications.

The McLeod-Hipel time series package was written originally in the early 1990's and runs in DOS.  It has its own point-and-click environment so it is extremely user friendly and easy to use.  This package features ARIMA, seasonal ARIMA, subset ARIMA all with optional Box-Cox analysis.  Trading day effects can be estimated in the monthy SARIMA model.  Transfer-function noise, regression with autocorrelated error, intervention analysis and STL decompositions are available.  Forecasting including mmse forecasts in the original data domain for Box-Cox transformed series.  About 40 time series datasets are included with the package but you can easily input other data -- see Reference Manual.  The full version of this package is now available for free.  For more details, please see the Reference Manual.

Reference Manual for the MHTS package.

Downloading and Installing

To install the package, simply download the following zip file: 


Then unzip in some suitable directory.  Using Windows Explorer, find MTS.EXE and then right-click and set program properties so EMS memory is 4096 and XMS memory is automatic.  You can start from Windows by clicking on MTS.EXE or by switching to a DOS window and typing MTS in the directory where MTS.EXE is located.  Unfortunately this method doesn't always work with Windows so sometimes it is necessary to install additional software.  See DOSBOX below.

If the program fails to load, see below.


It uses overlay technology with EMS memory which causes some compatibility problems with Windows.  On some Windows XP systems it runs fine (after setting EMS memory to 4096) but on other systems using a DOS emulator is necessary.  The software runs fine with the DOSBOX emulator which is available for free:

Notes on using MHTS with DOSBox

Individual Component Programs

The programs that comprise the MHTS package can be run separately under Windows.  Just pick the program you need and click on it from Windows Explorer.  The input data for the program should be in a subdirectory named Data.  The format for the data is ASCII with the first line being a title string and the remaining lines containing data in free format.  The input is read across.  Programs are available as zip or rar files:  exe.rar

Last update: 04/03/2008 02:41:00 PM