FORTRAN subroutines for time series analysis

The authors have recently been concerned in a time-series study that constituted a fairly typical piece of applied statistical i ~J research, involving extensive computations on a moderately large quantity of data. We have found that the many different numerical processes that were required could be built up almost completely from a small number of basic operations, and a set of FORTRAN subroutines has been written to perform these. The main purpose of this note is to describe these subroutines, but since the question of general statistical programs is topical [1 ], we include some general remarks.