This page provides links to example programs for Forecasting: Methods and Applications, by Makridakis, Wheelwright, and Hyndman, 3rd Edition, (1998, Wiley).
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 |
| makridakis.zip | Zip file with all programs, data, procedure files |
| makridakispre700.zip | Zip file with older versions of files (pre Version 7.0) |
| mwhp024.prg | Seasonal plot |
| mwhp041.prg | UFOREERRORS procedure |
| mwhp067.prg | Adjustments for days per month |
| mwhp089.prg | Smoothing by MA |
| mwhp096.prg | Smoothing by MA |
| mwhp101.prg | Locally weighted trend |
| mwhp107.prg | Classical decomposition |
| mwhp109.prg | Classical decomposition |
| mwhp113.prg | X11 seasonal adjustment |
| mwhp144.prg | Forecasting by moving averages |
| mwhp151.prg | Exponential smoothing |
| mwhp153.prg | Exponential smoothing, estimated parameters |
| mwhp161.prg | Exponential smoothing with seasonals |
| mwhp191.prg | Simple regression |
| mwhp205.prg | Simple regression |
| mwhp219.prg | Simple regression |
| mwhp224.prg | Non-parametric regression |
| mwhp241.prg | Multiple regression |
| mwhp265.prg | Stepwise regression |
| mwhp294.prg | Stepwise regression |
| mwhp322.prg | ACF; use of BJIDENT |
| mwhp326.prg | ACF; use of BJIDENT |
| mwhp331.prg | Seasonal differencing |
| mwhp349.prg | Differencing |
| mwhp351.prg | Seasonal differencing |
| mwhp354.prg | Variance stabilizing transformation |
| mwhp359.prg | ARIMA models; use of BJAUTOFIT |
| mwhp362.prg | ARIMA models, estimation |
| mwhp364.prg | ARIMA models, residual analysis |
| mwhp366.prg | ARIMA models, forecasting |
| mwhp370.prg | ARIMA models, forecast error analysis |
| mwhp393.prg | ARIMA-X model |
| mwhp396.prg | ARIMA-X model |
| mwhp400.prg | ARIMA-X model; forecast error analysis |
| mwhp403.prg | Transfer function model |
| mwhp411.prg | Transfer function model |
| mwhp413.prg | Transfer function model; forecasting |
| mwhp415.prg | Transfer function model; forecasting |
| mwhp418.prg | Intervention model |
| mwhp423.prg | VAR |
| mwhp431.prg | Vector ARMA model |