Box-Jenkins techniques & Time Series

[karim]

Dear

Do you know how to use Box-Jenkins techniques in excel?

Best

 

[Harlan Grove]

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.

 

[Conrad Carlberg]

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.

 

[dave]

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