Package com.imsl.test.example.stat

Class AutoARIMAEx1

java.lang.Object

com.imsl.test.example.stat.AutoARIMAEx1

public class AutoARIMAEx1
extends Object

Searches for the best fitting non-seasonal \( \text{ARIMA} \).

This example uses time series LNU03327709 from the US Department of Labor, Bureau of Labor Statistics. It contains the unadjusted special unemployment rate, taken monthly from January 1994 through September 2005. The values 01/2004 - 03/2005 are used by class autoARIMA for outlier detection and parameter estimation. Technique 1, invoked by autoARIMA.compute(int maxlag) is chosen to find an appropriate \(\text{ARIMA}(p,d,0)\) model. That is, the algorithm searches for the best fitting parameters while it is assumed that \(q = 0\). With the selected model, forecasts are generated for the following six months and compared with the actual values 04/2005 - 09/2005.

See Also:

• Code
• Output

Constructor Summary

Constructors

Constructor	Description
AutoARIMAEx1()

Method Summary

Modifier and Type	Method	Description
static void	main(String[] args)

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Details

AutoARIMAEx1

public AutoARIMAEx1()

Method Details

main

public static void main(String[] args)
                 throws Exception

Throws:

Exception