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FreeFore is a freeware version of AUTOBOX which has been developed and marketed by Automatic Forecasting Systems to build Box-Jenkins models (a super-set of regression and time series models .. ARIMA ) for univariate and multivariate data. It uses automatic modeling heuristics (not pick best) with intervention detection. It tailors the forecast model to the problem at hand including selecting the best lead and lag structures for each input series.It corrects for omitted variables (e.g., holidays or price changes that have affected the historical data, but that the system has no knowledge of) by identifying pulses, seasonal pulses, level shifts and local time trends, and then adding the needed structure through surrogate variables. FreeFore has a set of graphing tools that help present complex statistical information in a way that is easy and clear at every stage of the forecasting process and even a simple narrative description of the final model. Graphs of autocorrelation, partial-autocorrelation and cross-correlation functions are all available. AFS has been in business since 1976 and has many business and academic customers. One of our business partners is the integrator i2 www.i2.com - see their partner page...yes we are the engine for their demand planner product in their supply chain software solution). Also check out Chris Chatfield`s book where he cites in his 2001 book `Time Series Forecasting` on p. 176 as AUTOBOX as the package for Box-Jenkins modeling software...
