Box-Jenkins Forecasting Program

Copyright (c) 2019 - 2020 Joseph George Caldwell.  All rights reserved.  Permission granted to download and use for noncommercial use.

Box-Jenkins Forecasting Program, version 1.0, 1 November 2019

Box-Jenkins Forecasting Program.  This computer program performs the analysis required to develop the most common Box-Jenkins models.  Download both the program and the sample data file.  The data must be stored in a text file (.txt), separated by commas (i.e., a "CSV" file format).  Copy the program and the sample data file into any folder on your hard drive.  If you encounter any problems, please contact me at jcaldwell9@yahoo.com .  To download the program, right-click on the following file name, and select "Save Target As..." or "Save Link As ...": BoxJenkinsForecastingProgram.exe .  To download the sample data file, right-click on the following file name, and select "Save Target As...": LogTicketSales.txt.  After downloading these two files, navigate to where you stored them and double-click on the program (the .exe file) (or right-click on the program and select "Open" or "Run").  When the program asks you to select the data file, navigate to where you stored it and select it.  (Note: Your computer's antivirus system will probably flag this .exe program as a security risk.  It is virus-free, and safe to run.)  (6 February 2009)

The Box-Jenkins Forecasting Technique.  This paper describes the Box-Jenkins forecasting technique (using autoregressive integrated moving average (ARIMA) models), and compares it to other mathematical forecasting techniques.  (28 August 2006.)

Click here to view the article.  (Here for pdf version.)