Internet website http://www.foundationwebsite.org, updated 23 October 2020. Books and articles on Planetary Management and other topics from Tucson, Arizona. Copyright © 1999-2020 Joseph George Caldwell. All rights reserved.
Box-Jenkins Forecasting Program. This computer program performs the analysis required to develop the most common Box-Jenkins models. (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.)
TIMES Box-Jenkins Forecasting Technique, Reference Manual, Volume I, Technical Background. This paper describes the mathematical theory of the Box-Jenkins forecasting technique (using autoregressive integrated moving average (ARIMA) models). (7 September 2006.) (Note: This report contains many mathematical formulas, constructed using the Microsoft Equation 3.0 system of Microsoft Word 2002. For some web browsers, these formulas (819 of them) may not display properly in the hypertext (.htm) version of the report, and they are slow to "load." For this reason, this document is posted only in the Microsoft Word 2002 (.doc) and Adobe Acrobat (.pdf) versions. The paper is rather long (45 pages of technical text), so allow a minute or so for the file to download.)
Mathematical Forecasting Using the Box-Jenkins Methodology. Briefing slides for a talk about mathematical forecasting using the Box-Jenkins methods. This paper describes the mathematical theory of the Box-Jenkins forecasting technique (using autoregressive integrated moving average (ARIMA) models). (7 February 2007.) (Note: This report contains a number of mathematical formulas, constructed using the Microsoft Equation 3.0 system of Microsoft Word 2002. For some web browsers, these formulas (61 of them) may not display properly in the hypertext (.htm) version of the report, and they are slow to "load." For this reason, this document is posted only in the Microsoft Word 2002 (.doc) and Adobe Acrobat (.pdf) versions.)
Historical Note on TIMES. The first commercially available general-purpose Box-Jenkins forecasting program, TIMES, was developed by Joseph George Caldwell in the late 1960s and early 1970s, while he was with Lambda Corporation. Someone inquired recently how the program was marketed. The marketing was done principally by two mailed flyers. Here are copies of them, and a copy of a flyer for a forecasting system (developed by Caldwell) designed to estimate stock volatility using Box-Jenkins models.
Forecasting with TIMES brochure TIMES: A Technical Description brochure AEI Optimal Forecasts brochure
A Survey of Methods for Forecasting and Policy Analysis, with Examples in R. This paper describes major methods of forecasting and presents some examples using R. (30 July 2019.)