\omwin\STSA. The individual functions of the toolbox are divided into the ten sub-directories: ARMA, BAYES, FILTER, NONLIN, NONPAR, OPTIMIZE, POD, SPECTRAL, RNG, and STATS. These represent the main categories of functionality for the toolbox.
The examples directory of your installation, (
omwin\stsa\examples) includes numerous application examples that provide in depth illustrations of the STSA Toolbox capabilities. These may also serve as a good starting point for your own specific requirements.
gauss_newtonfunction is similar to the
nlsqfunction of O-Matrix but it provides additional output, useful in the context of estimation.
Note I: The transfer function class is currently restricted to bivariate time series (one output time series with one input time series). Note II: See references  through  for extensive documentation for these classes of models.
The functions provided for univariate time series analysis can: