Phicast is a forecasting add-in for Microsoft Excel, designed to make the basic techniques of time series forecasting available to Excel users. It currently features:
Exponential Smoothing
This is an implementation of the exponential smoothing framework
of Hyndman,
Koehler, Snyder and Grose (2002) that achieved fourth place
in the recent M3 international forecasting competition and first
place for short-term seasonal forecasting. Unlike many of its
competitors, the HKSG methodology is built on a consistent statistical
foundation, allowing the computaton of bootstrapped prediction
intervals and standard model selection techniques.
Box-Jenkins ARIMA modelling
An old stalwart of time series analysis.
The key feature of our implementation is its novel user interface - graphical
model selection aids are generated "on-the-fly", making
the use of this form of analysis a breeze!
Seasonal Decomposition
An option to seasonally-adjust the data prior to estimating a
forecasting model, or simply as part of a separate data-analysis
procedure.
Phicast is compatible with Excel 97, XP, and 2003, and Windows 98, NT, 2000, and XP. It is not compatible with Excel 2007, and has not been tested under Windows Vista.