::Free Statistics and Forecasting Software::

v1.1.23-r7
 
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:: ARIMA Forecasting - Free Statistics Software (Calculator) ::

All rights reserved. The non-commercial (academic) use of this software is free of charge. The only thing that is asked in return is to cite this software when results are used in publications.

This free online software (calculator) computes the extrapolation forecasts of a univariate ARIMA model for a time series Y[t] (for t = 1, 2, ..., T). The user may specify a cut-off period K which implies that the ARIMA model is estimated based on Y[t] for t = 1, 2, ..., T-K and such that the extrapolation forecast F[t] for t = T-K+1, ..., T is computed and compared with the actual values that were dropped: various extrapolation forecast statistics are computed (MPE, RMSE, MAPE, ...). In addition, the following probabilities are computed: P(F[t]>Y[t-1]), P(F[t]>Y[t-s]), and P(F[t]>Y[T-K]).

Enter (or paste) your data delimited by hard returns.

Send output to:
Data
[reset data] [upload data]
 
Sample Range:
(leave blank to include all observations)
From:
To:
Testing Period (?)
Box-Cox lambda transformation parameter (lambda) 
Degree of non-seasonal differencing (d) 
Degree of seasonal differencing (D) 
Seasonal period (s) 
AR(p) order 
MA(q) order 
SAR(P) order 
SMA(Q) order 
Include mean? 
Chart options
Width:
Height:







Click here to edit the underlying code of this R Module.

Source code of R module
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Cite this software as:
Wessa P., (2013), ARIMA Forecasting (v1.0.9) in Free Statistics Software (v1.1.23-r7), Office for Research Development and Education, URL http://www.wessa.net/rwasp_arimaforecasting.wasp/
The R code is based on :
Borghers, E, and P. Wessa, Statistics - Econometrics - Forecasting, Office for Research Development and Education, http://www.xycoon.com/
Hyndman, R. J. and Koehler A. B. (2006). Another look at measures of forecast accuracy. International Journal of Forecasting volume 22 issue 4, pages 679-688
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Delete history
Server DateModuleCommand
Wed, 22 Feb 2017 10:37:53 +0000Start of session-
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To cite Wessa.net in publications use:
Wessa, P. (2017), Free Statistics Software, Office for Research Development and Education,
version 1.1.23-r7, URL http://www.wessa.net/

© All rights reserved. Academic license for non-commercial use only.
The free use of the scientific content, services, and applications in this website is granted for non commercial use only. In any case, the source (url) should always be clearly displayed. Under no circumstances are you allowed to reproduce, copy or redistribute the design, layout, or any content of this website (for commercial use) including any materials contained herein without the express written permission.

Information provided on this web site is provided "AS IS" without warranty of any kind, either express or implied, including, without limitation, warranties of merchantability, fitness for a particular purpose, and noninfringement. We use reasonable efforts to include accurate and timely information and periodically update the information, and software without notice. We make no warranties or representations as to the accuracy or completeness of such information (or software), and it assumes no liability or responsibility for errors or omissions in the content of this web site, or any software bugs in online applications. Your use of this web site is AT YOUR OWN RISK. Under no circumstances and under no legal theory shall we be liable to you or any other person for any direct, indirect, special, incidental, exemplary, or consequential damages arising from your access to, or use of, this web site.

Software Version : 1.1.23-r7
Algorithms & Software : Patrick Wessa, PhD
Server : wessa.net

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