This page provides links to example programs for Forecasting Principles and Applications, by Delurgio, (1998, Irwin/McGraw-Hill).
The Zip file listed first in the table below includes all the sample programs, data files (when available), and, in some cases, files containing RATS procedures used by the examples. If you want to actually run any of the examples, you should download the Zip file.
If you prefer just to view the code for a particular example, just click on the example name (the files are referenced by page number). Again, if you actually want to run these, you should download the zip file listed first to get the required data and procedure files.
Note that all of the textbook example, data, and procedure files currently available on our website are also included on the CD with the current release of the RATS software.
| File Name | Description |
| delurgio.zip | Zip file with all programs, data, procedure files |
| delurgio_pre700.zip | Zip file with older versions of files (pre Version 7.0) |
| delup038.prg | Histogram of data |
| delup095.prg | Simple regression |
| delup123.prg | Simple regression; nonlinear relationship |
| delup135.prg | Cross correlations |
| delup149.prg | Smoothing models |
| delup160.prg | Exponential smoothing |
| delup179.prg | Classical decomposition |
| delup187.prg | Classical decomposition |
| delup192.prg | Regression with seasonal dummies |
| delup206.prg | Simple trend models |
| delup211.prg | Simple trend models with seasonals |
| delup213.prg | Simple trend models with seasonals |
| delup215.prg | Single moving averages |
| delup218.prg | Double moving averages |
| delup219.prg | Exponential smoothing; Brown's method |
| delup222.prg | Holt's non-seasonal exponential smoothing |
| delup227.prg | Winter's seasonal exponential smoothing |
| delup247.prg | Fourier series analysis |
| delup257.prg | Spectral analysis |
| delup259.prg | Spectral analysis |
| delup281.prg | Autocorrelation function |
| delup284.prg | AR(1) model |
| delup286.prg | MA(1) model |
| delup292.prg | MA(1) model |
| delup333.prg | ARIMA model; residual analysis |
| delup340.prg | ARIMA model; residual analysis |
| delup343.prg | Seasonal ARIMA model |
| delup352.prg | ARIMA model; forecasting |
| delup381.prg | ARIMA model; standard errors of forecast |
| delup383.prg | ARIMA model; standard errors of forecast |
| delup385.prg | ARIMA model; standard errors of forecast |
| delup387.prg | ARIMA model; standard errors of forecast |
| delup388.prg | ARIMA model; standard errors of forecast |
| delup389.prg | ARIMA model; standard errors of forecast |
| delup390.prg | ARIMA model; standard errors of forecast |
| delup391.prg | ARIMA model; standard errors of forecast |
| delup403.prg | Simple, multiple regression |
| delup413.prg | Multiple regression |
| delup415.prg | Multiple regression; exclusion test |
| delup418.prg | Regression with AR(1) errors |
| delup421.prg | Regression with AR(1) errors |
| delup422.prg | Regression with AR(1) errors |
| delup427.prg | Heteroscedasticity; Goldfeld-Quandt test |
| delup430.prg | Heteroscedasticity; weighted least squares |
| delup435.prg | Dummy variable |
| delup436.prg | Dummy variable |
| delup437.prg | Dummy variable for slope |
| delup438.prg | Multiple regression |
| delup466.prg | Multiple regression |
| delup470.prg | Granger causality test |
| delup475.prg | Two stage least squares |
| delup504.prg | Intervention model |
| delup508.prg | Intervention model |
| delup515.prg | Intervention model |
| delup522.prg | Intervention model |
| delup548.prg | Transfer function model |
| delup558.prg | Transfer function model |
| delup562.prg | Transfer function model |
| delup608.prg | Pressure cycles |
| delup647.prg | Gompertz growth curve |
| delup649.prg | Logistic growth curve |
| delup686.prg | Neural network |
| delup691.prg | Neural network |
| delup718.prg | Tracking signals |
| delup735.prg | Exponential smoothing; use of BIC |