TSP

Contents:

Availability

TSP 5.0 is installed in Kellogg's Unix server, skew3.

TSP is command driven econometrics and statistics package. While the initials stand for "Time Series Processor", it can also handle cross section and panel data, that allow estimation and estimation under various methods. The TSP language includes symbolic differentiation and matrix algebra, and random number generation. Its feature may make coding a likelihood function, and placing parameter restrictions on it, easier relative to other software packages.

Vendor information

TSP International
P.O. Box 61015
Palo Alto, CA 94306
Phone: (650) 326-1927
Fax: (650) 493-2912

Support

• TSP FAQ
• TSP technical support

Running TSP

TSP can be run in batch or interactively. The interactive interface is "text-based" -- it can be run over a SSH connection. To start TSP in interactive more, type tsp at the UNIX prompt. To start TSP in batch mode, type tsp program_name, where program_name is the name of a TSP program file with extension ".tsp" (for example, "ml1.tsp").

Examples and solutions

See the TSP Technical Support web page or the links listed below.

Manuals available at Research Computing

Hard copies can be found in the Research Computing Library, in Jacobs 4219.

• TSP 5.0 User's Guide version 5.0
• TSP 5.0 Reference Manual
• Manuals online at Kellogg

Useful links

• TSP examples, from Clint Cummins' (TSP's econometrics programmer) web site at Stanford University
• Econometric benchmarks, from Clint Cummins' (TSP's econometrics programmer) web site at Stanford University