Tom Reilly

Waging a war against how to model time series vs fitting

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Maybe the grass IS greener? We accept the challenge! Here are some 30 day trials of software in "time series analysis" or use the software you own.

Posted by on in Forecasting
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We're trying to make easier for you to prove that Autobox isn't what we think it is.  Post your model, fit and forecast and we'll post Autobox's output. Anyone, feel free to post any other 30 day trial links here as well that are "time series analysis" related.

RATS

http://www.estima.com/ratsdemo.shtml

 

Minitab

http://www.minitab.com/en-US/products/minitab/free-trial.aspx

 

Salford Systems - They say they have time series in the new version of SPM 7.0, but we can't find it so this won't do you any good. Click on the top right of the screen if you want to try your luck.

http://www.salford-systems.com/products/spm/whats-new

 

SYSTAT

http://www.systat.com/SystatProducts.aspx

 

XL Stat

http://www.xlstat.com/en/download.html

 

GMDH Shell - New to the market. Click on the bottom of the screen to download. They offer the International Airline Passenger Series as soon as you run it. If you run it, it makes no attempt to identify the outliers known to be the demise of any modeler plus it has a very high forecast which was ther subject of criticism of Box-Jenkins using LOGS and ignoring the outliers. See Chatfield and Prothero's criticsm in the paper "Box-Jenkins seasonal forecasting: Problems in a case-study"

http://www.gmdhshell.com/

 

Here is the Passenger Series (monthly data) 144 obs

112.00

118.00

132.00

129.00

121.00

135.00

148.00

148.00

136.00

119.00

104.00

118.00

115.00

126.00

141.00

135.00

125.00

149.00

170.00

170.00

158.00

133.00

114.00

140.00

145.00

150.00

178.00

163.00

172.00

178.00

199.00

199.00

184.00

162.00

146.00

166.00

171.00

180.00

193.00

181.00

183.00

218.00

230.00

242.00

209.00

191.00

172.00

194.00

196.00

196.00

236.00

235.00

229.00

243.00

264.00

272.00

237.00

211.00

180.00

201.00

204.00

188.00

235.00

227.00

234.00

264.00

302.00

293.00

259.00

229.00

203.00

229.00

242.00

233.00

267.00

269.00

270.00

315.00

364.00

347.00

312.00

274.00

237.00

278.00

284.00

277.00

317.00

313.00

318.00

374.00

413.00

405.00

355.00

306.00

271.00

306.00

315.00

301.00

356.00

348.00

355.00

422.00

465.00

467.00

404.00

347.00

305.00

336.00

340.00

318.00

362.00

348.00

363.00

435.00

491.00

505.00

404.00

359.00

310.00

337.00

360.00

342.00

406.00

396.00

420.00

472.00

548.00

559.00

463.00

407.00

362.00

405.00

417.00

391.00

419.00

461.00

472.00

535.00

622.00

606.00

508.00

461.00

390.00

432.00

 

Comments

  • Robinjack
    Robinjack Tuesday, 19 March 2019

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