2T – Box-Jenkins Time Series Analysis

Box-Jenkins Time Series Analysis using BMDP Statistical Software Program 2T

2T Analyzes a parametric time domain model iteratively in three stages: the selection of a tentative model, estimation of model parameters, and testing for adequacy of fit (residual analysis). Once a suitable model is identified you may forecast future observations. The class of univariate time domain models includes ARIMA (Autoregressive Integrated Moving Average), regression, intervention, and transfer function models.

• Parametric time domain models (ARIMA, intervention, transfer function models)
• Selection, estimation and testing of models (residual analysis)
• Forecasting of future observations
• Two ways of saving forecasting values for further analysis
• View Program BMDP Program 2T Manual Chapter