Forecasting and Time Series in NCSS

Introduction

NCSS provides several methods of forecasting and time series analysis. For forecasting, it provides classical methods based on exponential smoothing, trend-season-cycle decomposition (like X11), and ARIMA (Box-Jenkins). For time series analysis, it provides spectral analysis, ARIMA, and autocorrelation analysis. The program contains a theoretical procedure that generates univariate time series from a specified model. This is useful for improving your forecasting skills.

Features