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TSP / What is TSP? / Features / Requirements

Benchmarks

Here are some standard benchmark datasets and models for testing the accuracy of TSP. For an updated and expanded set of benchmarks, please see this page: http://www.stanford.edu/~clint/bench , which includes a high accuracy Klein-I FIML benchmark, more AR(1) benchmarks, many ARIMA models (exact ML), GARCH(1,1), Probit, Logit, Poisson, Negative Binomial, Ordered Probit.

• Longley, JASA (1967) -- linear regression
• longley.tsp
• longley.out
• longley.htm Some brief research (2/1997) on obtaining a Longley coefficient vector accurate to 11 digits.

• Klein I model
• 2SLS and 3SLS
• klein3s.tsp
• klein3s.out
• LIML
• kleinlml.tsp
• kleinlml.out
• FIML
• kleinfml.tsp
• kleinfml.out

• Grunfeld investment data -- analyzed in Theil (1971)
• grunsur.tsp computes the following:
• OLS
• SUR - Seemingly Unrelated Regressions
• iterated SUR
• (iterated) SUR with cross-equation constraints

• Bartlett pears data -- analyzed by Hildreth and Lu, and by Henshaw
• pears.tsp computes the following:
• OLS
• Durbin-Watson statistic and its exact P-value
• AR(1) conditional ML via grid search (Hildreth-Lu)
• AR(1) conditional ML via full iteration (Cochran-Orcutt)
• AR(1) exact ML via full iteration (Beach-MacKinnon)

• Wilkinson's "Statistics Quiz"
• The full original text of the "Statistics Quiz", including the correct answers.
• nasty.tsp
• nasty.out

• National Institutes of Standards and Technology (NIST) "Statistical Reference Datasets"
• NIST StRD web page - contains many test problems and certified results for univariate statistics, anova, linear regression, and nonlinear regression.
• Univariate statistics
• Table of results for Sun 4 TSP obtains at least 8 correct digits for mean, standard deviation, and first order autocorrelation for 7 data series.
• uni.tsp Code to run 7 series
• ANOVA
• Table of results for Sun 4 TSP obtains at least 7 correct digits for the F-statistic in 8 of the 11 models.
• ano.tsp Code to run 11 models
• Ordinary Least Squares
• Table of results for Sun 4 TSP obtains at least 7 correct digits for coefficients and standard errors in 10 of the 11 models.
• ols.tsp Code to run 11 models
• Nonlinear Least Squares
• Table of results for 486 and Sun 4 TSP obtains at least 6 correct digits for coefficients and standard errors in 26 of the 27 models.
• nls.tsp Code to run 27 models
• nls.dat Data file for 27 models

If you have any questions or comments about TSP please send an email to info@tspintl.com.

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