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Input data format

The input to all basic routines is a MIDAS table containing at least two columns with the mandatory labels :TIME and :VALUE. For analysis in the time domain a third column, :VAR, containing the variances of the column :VALUE is required. Since DOUBLE PRECISION computations are used throughout the package, all input columns must be also in DOUBLE PRECISION. In any case, it is prudent to chop off (by subtraction of a suitable constant) from the input :TIME column all leading digits which are insignificant for the present TSA purposes. Also for numerical reasons, it is recommended to use the command NORMALIZE/TSA to subtract the mean from :VALUE prior to the analysis.

Petra Nass