Business and Economic Forecasting Unit - Links

Organizations, conferences, datasets, software …

Forecasting Organizations

• International Institute of Forecasters. Includes details on the next International Forecasting Symposium, journals, forecasting competitions, etc.

Forecasting Conferences

• ISF2007 – 27th International Symposium on Forecasting – June 24-27, 2007, New York NY
• Forecasting Summit 2006 – September 25-27, 2006, Boston MA

Past Conferences

• ISF2006 – 26th International Symposium on Forecasting – June 11-14, 2006, Santander, Spain
• ISF2005 – 25th International Symposium on Forecasting – June 12-15, 2005, Texas
• ISF2004 – 24th International Symposium on Forecasting – July 4-7, 2004, Sydney

Other Forecasting Centres & Groups

• Lancaster Centre for Forecasting

• Software Programs for Forecasting
  A comprehensive list of forecasting software, both freeware and commercial.
  Maintained by Scott Armstrong.
• Forecasting Software Reviews

  A useful reference list of software reviews covering forecasting and forecasting-related packages.
• Econometric Software Links

  An extensive set of links to econometric software including a lot of forecasting software.
  From The Econometrics Journal.
• Hearne Scientific Software
  The Australian distributor of many statistical packages, especially forecasting packages.
• Statistics.com
  A searchable list of commercial statistics software

Freeware / open source

• ARFit: Multivariate Autoregressive Time Series Analysis
  A collection of Matlab modules by Neumaier and Schneider.
• TRAMO (Time Series Regression with ARIMA Noise, Missing Observations, and Outliers)
  and SEATS (Signal Extration in ARIMA Time Series)
  Two programs from the Banco de España
• X-12-ARIMA software for seasonal adjustment
  The US Census Bureau's new seasonal adjustment program - includes Fortran source

Commercial software

• Autobox – Automatic forecasting utilizing Box-Jenkins methodology
• Crystal Ball – An Excel addin for Monte-Carlo simulation of possible futures
• Demand Works – Forecasting, collaborative supply and demand planning, multi-dimensional data analysis
• Demetra – Seasonal adjustment and trend estimation
• Forecast Pro – Business forecasting software
• ForecastX – Business forecasting add-in for Microsoft Excel and Access
• Host Forecaster – Web-based sales forecasting
• NeuroXL – Neural network add-in for Microsoft Excel
• PhiCast – Forecasting add-in for Microsoft Excel – incorparates automatic exponential smoothing
• SAS/ETS – Integrated time series and econometric modeling and forecasting
• SCA Statistical System – Modeling and forecasting time series
• STSA – Time Series Analysis Toolbox for O-Matrix