Jack Prins
ABSTRACT
The APL Forecasting System is an interactive modelsolving program system that uses the time series analysis methods developed by Box and Jenkins. The system offers the user a procedure for identifying, estimating, and diagnosing models for time series analysis. It handles both stochastic models and multivariate transfer models. Forecasting programs that operate on the estimates from the estimation programs, and on parameters input by the user, complete the package.
- 1.G. E. P. Box and G. M. Jenkins, Time Series Analysis: Forecasting and Control, Holden-Day, San Francisco, 1970. Google Scholar
Digital Library
- 2.Donald W. Marquardt, "An Algorithm for Leastsquares Estimation of Nonlinear Parameters," Soc, Indust. Appl. Math., 11(June 1963).Google Scholar
Index Terms
- APL forecasting system
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