The attached zip has the examples and data from
Elements of Forecasting , 3e by Francis X. Diebold (2004, South-Western). This is an introductory forecasting book which puts a major emphasis on graphics. Many of the examples use specialized graphics instructions like
SPGRAPH to organize groups of graphs, and options like KEY=ATTACHED on
GRAPH to reduce the amount of "non-data ink".
diebold_3.zip- Zip with programs/data
- (58.36 KiB) Downloaded 88 times
| Example | Description | RATS Level |
| diebp050.rpf | Graphics; matrix of scatter plots | Basic |
| diebp062.rpf | Graphics; time series plots | Basic |
| diebp074.rpf | Linear trend models | Basic |
| diebp075.rpf | Graphics; advanced | Basic |
| diebp077.rpf | Quadratic, exponential trends | Basic |
| diebp090.rpf | Forecasting trend models | Intermediate |
| diebp107.rpf | Graphics; time series plots | Basic |
| diebp109.rpf | Seasonal dummies | Basic |
| diebp124.rpf | Constructed autocorrelation functions | Basic |
| diebp140.rpf | BJIDENT procedure | Basic |
| diebp148.rpf | MA(1) processes | Basic |
| diebp156.rpf | AR(1) processes | Intermediate |
| diebp163.rpf | AR(2) processes | Basic |
| diebp167.rpf | ARMA models; AIC/BIC | Basic |
| diebp200.rpf | ARMA modes; forecasting | Basic |
| diebp216.rpf | Linear regression with ARMA noise | Basic |
| diebp235.rpf | Recursive residuals | Basic |
| diebp238.rpf | Recursive least squares | Intermediate |
| diebp265.rpf | VAR, lag selection, variance decomposition, forecasting | Intermediate |
| diebp305.rpf | Forecast error analysis | Intermediate |
| diebp333.rpf | Random walks | Basic |
| diebp342.rpf | BJIDENT procedure; non-stationary series | Basic |
| diebp348.rpf | ARIMA models | Advanced |
| diebp367.rpf | Exponential smoothing | Basic |
| diebp397.rpf | ARCH/GARCH models | Intermediate |
