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Night Owl's Shareware - PDSI-006 - Night Owl Corp (1990).iso
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READ.ME
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1992-02-07
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2/7/92
We have been asked for some elementary fitting capability to time
series. CAPPS refers to this routine as naive. It requires no
parameters, no decisions. It quickly fits a trend (not linear)
and a seasonality to a set of monthly data. The seasonality will
be improper if the data is not monthly. The input to the routine
is from a file called naive.inp. One data entry per line, no
blanks. See the example input file naive.inp.
All that is required to run is the data file naive.inp and the
executable file naive.exe. Put the two files is a common
directory, make that directory the current directory and type
naive.exe.
What it does
Trend, seasonal, and residual output files.
No adj for days, 445, 544, or 454 patterns
No intervention, level shift, variance change
No adjustment for autocorrelations in residuals
No differencing or transformations
No external information or leading indicators
Add trend and seas to get fitted values to data
The residuals are the difference between the actual input
values and the sum of the trend and seasonality.
This version of the routine does not use a coprocessor
We here at CAPPS use this naive routine to produce a set of
results for comparison purposes. We compare the effects of our
more sophisticated estimation processes to these naive results.
Leave messages for us on this board, or call our board at
708-672-7611.