Waging a war against how to model time series vs fitting
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