We have enough content here to fill a text book on this subject.  We have laid out many examples showing the weaknesses of simple methods which some people and systems use which provide "B" results.  If you want to exceed the "average" performance, spend some time with these examples and learn how easy it is to do time series analysis right and wrong.

Call us and we would be happy to explain any of these examples if you don't fully understand them.


 

UNIVARIATE MODELING
The Simple Mean
Moving Averages

Simple Methods
What is Autocorrelation?
How to Identify an ARIMA model?
Why is AUTOBOX superior?
Seminars & Short Courses
Best Coefficients
Why Do I Need Box-Jenkins?
What's wrong with simple procedures?
Fitting Equations to Data
A 12 Period Average
Smoothing Data
The Heuristic behind AUTOBOX
How can I extend ARIMA to include regressors?
Measuring Forecast Performance
Panel Data or Pooled Cross-Sectional Time Series Data
A Tutorial on Robust Procedures
Five Easy Pieces ( Not the Movie )
Generalized Least Squares
Weighted Least Squares
Sample Size Requirements
Predicting the End


ADVANCED UNIVARIATE MODELING

A Formal Introduction To ARIMA
A Primer on ARIMA Model Identification
The Airline Example Revisited
Pooled Cross-Sectional Analysis
Sparse Data - Unequally Spaced Data

How to identify the model automatically?

More on Identifying an ARIMA model - Seminar


 

INTERVENTION/OUTLIERS!

What is Intervention Analysis?
What is An Outlier?
More on Outliers?
How To Test Equality Of Trends?
Detrending and Autocorrelation
The Standard Deviation
Seasonal Pulses
How Are Things?
Modeling Known Interventions (de jure)
Quality Control (SPC) and AUTOBOX
How Does AUTOBOX Detect Outliers? (Words)
Impact Of Outliers (Formal)
How Does AUTOBOX Detect Outliers? (Formal)
FAQ

Hypothesis Generation ~ the use of Interventions to identify Events

 


MULTIVARIATE/CAUSAL MODELING

A Primer on Regression
Multiple Regression
Regression as a PARTICULAR SUBSET of TRANSFER FUNCTIONS
Lagged Regression
An ARIMA model can contain the effect of omitted causals.
The Whys and the Wherefores
Testing The Significance Of A Regression
Impressed By AUTOBOX
Impressed By Transfer Functions
Regression Residuals
What is Multiple Time Series Analysis (MTSA)?

Beer


ADVANCED CAUSAL STUFF 

Why would you want to build a causal model?
An Introduction To Transfer Functions
What is Pre-Whitening? (Formal)
What is Pre-Whitening? (Words)
How Do I Test The Significance Of An Event?
Identifying a Multiple Input TF Model via a Common Filter

Identifying a Multiple Input TF Model via a Common Filter Part 2

Identifying a Multiple Input TF Model via a Common Filter-Part 3

ARIMA is really a Transfer Function model in Sheeps Clothing

 


EXAMPLES  OF WHAT NOT TO DO

Confusing Forecasting Inc.
Using Excel to Do Forecasting

Spreadsheet Example #2
Why Simple Method Fail

What does our competition do????

Even Prestigous Universities can get it wrong 

Storks bring Babies, Fireman Cause Damage and Other Classics!

Spurious - Food/Zip/Income

Spurious #2

Numerous Spurious Examples #1

Numerous Spurious Examples #2

Numerous Spurious Examples #3

Numerous Spurious Examples #4

Spurious Discussion

 


 

EXAMPLES:

Autobox and the famous "Airline Series"

Modeling Price Indices in Foreign Trade

Predicting Daily Stores Sales - WOW!

How Autobox uses Pattern Recognition to help identify the model

How to import or enter data into Autobox?

How to measure forecast accuracy using different lead times?

12 Examples 

Our on-line forecasting seminar....all for free!

Regression Seminar 

Discussion on Supply Chain and Demand Management

Model EPS over time

 

 

Forecast Accuracy

 

Forecast Origins

 

 


 

LINKS AND TEXTBOOKS:

 

Texts Used to Develop Autobox

Links to other websites

 


FUN:

Some funny quotes of true(bad) forecasts

More bad forecasts

Quotes

He-man the Statistician

Statistician Jokes