Module DNSBJF in IMSLS

General Information

Compute Box-Jenkins forecasts and their associated probability limits for a nonseasonal ARMA model.

Usage

CALL DNSBJF (NOBS, W, IPRINT, NPAR, PAR, LAGAR, NPMA, PMA, LAGMA, ICONST, CONST, AVAR, ALPHA, MXBKOR, MXLEAD, FCST, LDFCST)

Classification

L10a2d3

ARMA and ARIMA model forecasting

Type

subroutine in IMSLS package

Language

Fortran

Availability

Proprietary, Portable

Precision

Double Precision

Alternates

NSBJF

Single Precision

Installation on ITL; Unix Workstation Network

Location

National Institute of Standards and Technology (NIST), Gaithersburg, MD.

Contact

Gaithersburg Consulting Office: 301-975-2968 (FTS 879-2968)

Usage

Access available only to NIST staff on internal Unix systems. They may access this package provided the /itl tree is cross-mounted.

Documentation

cat /home/fetch/Subjects/Math-Stat-Software/imsl/Documentation/dnsbjf

Example

cat /home/fetch/Subjects/Math-Stat-Software/imsl/Examples/dnsbjf

To Link

Login to spruce.nist.gov and see ITL How-To for information on how to setup your environment and link.