Autobox has a complete set of forecasting features that will appeal to both novice and expert forecasters. Autobox's automatic features are unparalleled in breadth and depth of implementation. Autobox is truely the power forecasters dream tool with a pallette of tools that allows the forecaster to build models that work. Autobox offers an integrated
data management tool and total automation of the modeling
and forecasting tasks. Autobox is a Windows based program
with a rich, easy to use menu structure built around its powerful
forecast engine. Providing the latest forecasting technology
for novice and power users alike, Autobox's processes can
be tuned for whatever level of control you desire.
Features
Automatic Modeling
The user can let Autobox do as much or as little of the
model building process as you or the complexity of the problem
dictates. This option is implemented in such a way that
it can be turned on at any stage of the modeling process.
Tournament Modeling
By approaching the modeling problem from many different
angles, Autobox chooses the one model that outperforms all
of the others.
Complete set of Box-Jenkins modeling Tools
Autobox comes with a complete set of identification and
modeling tools for use in the Box-Jenkins framework. This
means that you have the ability to transform or prewhiten
the chosen series for identification purposes. Autobox handles
both ARIMA (univariate) modeling and Transfer Function (multivariate)
modeling.
Intervention Detection
Autobox implements ground breaking techniques which quickly
and accurately indentify potential interventions (level
shifts, season pulses, single point outliers and changes
in the variance of the series). These variables can then
be included in your model at your discretion. The result
is more robust models and greater forecast accuracy.
Graphical Analysis Tools
Autobox has a set of graphing tools that help present complex
statistical information in a way that is easy and clear
at every stage of the forecasting process. Plotting of any
combination of variables, included fit versus actual and
forecasts with confidence limits is simply a few mouse clicks
away.
Forecasting and Diagnostics
Autobox has options that allow you to analyze the stability
and forecasting ability of your forecast model. This is
achieved through a series of ex-poste forecast analyses.
You can automatically withhold any number of observations,
reestimate the model form and forecast. Observations are
then added back one at a time and the model is reestimated
and reforecast. You can optionally allow Autobox to re-identify
the model form at each level of withheld data to see if
the model form is unduly influenced by recent observations.
Database and Model Storage
Autobox has a complete data and model warehousing structure
built right in the program. Autobox's data management capabilities
are specifically designed to address the specific problems
faced by a forecaster.
