A lecture on Time series analysis

Civil Service College, London, 1983

CAPTAIN software development started  while I was at Cambridge in the 1970s but the main development stage began in the 1980s and was motivated strongly by a series of courses in time series analysis and forecasting organised by Peter Armitage of the Civil Service College in London and held both in London and Lancaster. These involved lectures to civil servants by Peter Armitage, Granville Tunnicliffe-Wilson (who, as a research student with Gwylim Jenkins, played a major part in the development of the Box-Jenkins forecasting procedures) and myself. This film was taken in 1983 by Peter Armitage but has only come to light recently when Peter died. Peter was a great friend who strongly advocated the use of computers in teaching well before this became fashionable. Indeed, it was his encouragement that led to the further development of CAPTAIN and he will be greatly missed. The lecture discusses aspects of RIV estimation and also contains a discussion with students on possible CAPTAIN development.