Before any of the commands of the TSA package can be used, the package must be enabled by SET/CONTEXT TSA.
Internally, the functioning of the MIDAS TSA commands depends on a number of parameters whose values are stored in a number of keywords. The keywords specify the time lag or the frequency grid used in the results (START, STEP and NSTEPS), parameters of statistics (ORDER) and names of I/O files. These keywords are created and given their initial default value (where applicable) by the command SET/CONTEXT TSA. The current values of all TSA-specific keywords can be inspected at any time with the SHOW/TSA command. The value of any keyword can be changed either by entering the desired parameter value together with any of the TSA commands using this keyword and by the commands SET/TSA, WRITE/KEYWORD and COMPUTE/KEYWORD. If on a command line a parameter is omitted, its value will by default be taken from the respective keyword.
Execution of the command DELAY/TSA for certain options requires the source code of a user-defined ACF function to be available in the local directory. The function name and calling sequence must follow the conventions layed down in the HELP information for the command DELAY/TSA.