Wolfram Research, Inc.
Time Series provides time-dependent data analysis functionality. Using Time Series, you can do the following:
Perform univariate and multivariate analysis
Explore both stationary and nonstationary models
Use standard parameter estimation methods such as Yule-Walker, Levinson-Durbin, maximum likelihood, and long autoregression
Check diagnostics using such tests as portmanteau, turning points, and difference-sign
Forecast future values using exact and approximate best linear predictors
Analyze your data in frequency space using spectral analysis tools
For more information: www.wolfram.com/products/applications/.