The attached zip has the examples and data for
Forecasting Principles and Applications by Delurgio, (1998, Irwin/McGraw-Hill). This is an introductory time series/forecasting book which has has more examples of exponential smoothing, transfer function and intervention modelling than similar books.
| Example | Description | RATS Level |
| delup038.rpf | Histogram of data | Basic |
| delup095.rpf | Simple regression | Basic |
| delup123.rpf | Simple regression; nonlinear relationship | Basic |
| delup135.rpf | Cross correlations | Basic |
| delup149.rpf | Smoothing models | Basic |
| delup160.rpf | Exponential smoothing | Basic |
| delup179.rpf | Classical decomposition | Intermediate |
| delup187.rpf | Classical decomposition | Basic |
| delup192.rpf | Regression with seasonal dummies | Basic |
| delup206.rpf | Simple trend models | Basic |
| delup211.rpf | Simple trend models | Basic |
| delup213.rpf | Simple trend models with seasonals | Basic |
| delup215.rpf | Single moving averages | Basic |
| delup218.rpf | Double moving averages | Basic |
| delup219.rpf | Exponential smoothing; Brown's method | Intermediate |
| delup222.rpf | Holt's non-seasonal exponential smoothing | Basic |
| delup227.rpf | Winter's seasonal exponential smoothing | Basic |
| delup247.rpf | Fourier series analysis | Intermediate |
| delup257.rpf | Spectral analysis | Basic |
| delup259.rpf | Spectral analysis | Basic |
| delup281.rpf | Autocorrelation function | Basic |
| delup284.rpf | AR(1) model | Basic |
| delup286.rpf | MA(1) model | Basic |
| delup292.rpf | MA(1) model | Basic |
| delup333.rpf | ARIMA model; residual analysis | Basic |
| delup340.rpf | ARIMA model; residual analysis | Basic |
| delup343.rpf | Seasonal ARIMA model | Basic |
| delup352.rpf | ARIMA model; forecasting | Basic |
| delup381.rpf | ARIMA model; standard errors of forecast | Basic |
| delup383.rpf | ARIMA model; standard errors of forecast | Basic |
| delup385.rpf | ARIMA model; standard errors of forecast | Basic |
| delup387.rpf | ARIMA model; standard errors of forecast | Basic |
| delup388.rpf | ARIMA model; standard errors of forecast | Basic |
| delup389.rpf | ARIMA model; standard errors of forecast | Basic |
| delup390.rpf | ARIMA model; standard errors of forecast | Basic |
| delup391.rpf | ARIMA model; standard errors of forecast | Basic |
| delup403.rpf | Simple, multiple regression | Basic |
| delup413.rpf | Multiple regression | Basic |
| delup415.rpf | Multiple regression; exclusion test | Basic |
| delup418.rpf | Regression with AR(1) errors | Intermediate |
| delup421.rpf | Regression with AR(1) errors | Basic |
| delup422.rpf | Regression with AR(1) errors | Basic |
| delup427.rpf | Heteroscedasticity; Goldfeld-Quandt test | Basic |
| delup430.rpf | Heteroscedasticity; weighted least squares | Basic |
| delup435.rpf | Dummy variable | Basic |
| delup436.rpf | Dummy variable | Basic |
| delup437.rpf | Dummy variable for slope | Basic |
| delup438.rpf | Multiple regression | Basic |
| delup466.rpf | Multiple regression | Basic |
| delup470.rpf | Granger causality test | Basic |
| delup475.rpf | Two-stage least squares | Basic |
| delup504.rpf | Intervention model | Basic |
| delup508.rpf | Intervention model | Basic |
| delup515.rpf | Intervention model | Basic |
| delup522.rpf | Intervention model | Basic |
| delup548.rpf | Transfer function model | Basic |
| delup558.rpf | Transfer function model | Basic |
| delup562.rpf | Transfer function model | Basic |
| delup608.rpf | Pressure cycles | Basic |
| delup647.rpf | Gompertz growth curve | Basic |
| delup649.rpf | Logistic growth curve | Basic |
| delup686.rpf | Neural network | Basic |
| delup691.rpf | Neural network | Basic |
| delup718.rpf | Tracking signals | Intermediate |
| delup735.rpf | Exponential smoothing; use of BIC | Basic |
delurgio_1.zip