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Box-Jenkins techniques & Time Series
Dear
Do you know how to use Box-Jenkins techniques in excel? Best |
#2
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"karim" wrote...
Do you know how to use Box-Jenkins techniques in excel? The same as you would use them with a calculator. There are no specific functions built into Excel for any time series calculations, but the SUMPRODUCT, SUMIF, COUNTIF and OFFSET functions would be the primary ones you'd need in order to write formulas needed. |
#3
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Business Analysis with Excel 2nd Edition, Que, 2002, has VBA code that
calculates and charts a time series' ACFs and PACFs. Once you've identified the ARIMA model you're in a position to create the forecast using Excel's worksheet functions. -- C^2 Conrad Carlberg Excel Sales Forecasting for Dummies, Wiley, 2005 "karim" wrote in message ... Dear Do you know how to use Box-Jenkins techniques in excel? Best |
#4
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k. Be careful about identifying BJ models when you have data that is
impacted by unusual events, level shifts, seasonal pulses or local time trends . you might use Intervention Detection to detect these things. Also be converned about changes in variance and/or changes in parameters over time. For more in Box-Jenkins .. see http://www.autobox.com regards Dave Reilly AFS |
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