This page provides links to example programs for Elements of Forecasting, by Francis X. Diebold, 2nd Edition (2001, South-Western).
Use the menu below to view the examples from a different textbook:
The Zip file listed first in the table below includes all the sample programs, data files (when available), and, in some cases, files containing RATS procedures used by the examples. If you want to actually run any of the examples, you should download the Zip file.
If you prefer just to view the code for a particular example, just click on the example name (the files are referenced by page number). Again, if you actually want to run these, you should download the zip file listed first to get the required data and procedure files.
Note that all of the textbook example, data, and procedure files currently available on our website are also included on the CD with the current release of the RATS software.
|diebold.zip||Zip file with all programs, data, procedure files|
|diebold_pre700.zip||Zip file with older versions of files (pre Version 7.0)|
|diebp050.prg||Graphics; matrix of scatter plots|
|diebp062.prg||Graphics; time series plots|
|diebp074.prg||Linear trend models|
|diebp077.prg||Quadratic, exponential trends|
|diebp090.prg||Forecasting trend models|
|diebp107.prg||Graphics; time series plots|
|diebp124.prg||Constructed autocorrelation functions|
|diebp167.prg||ARMA models; AIC/BIC|
|diebp200.prg||ARMA modes; forecasting|
|diebp216.prg||Linear regression with ARMA noise|
|diebp265.prg||VAR, lag selection, variance decomposition, forecasting|
|diebp305.prg||Forecast error analysis|
|diebp342.prg||BJIDENT procedure; non-stationary series|