Autobox has a complete set of forecasting features that will appeal to both novice and expert forecasters. Autoboxs automatic features are unparalleled in breadth and depth of implementation. Autobox is truely the power forecasters dream tool with a pallette of tools that allows the forecaster to build models that work. Autobox offers an integrated data management tool and total automation of the modeling and forecasting tasks. Autobox is a Windows based program with a rich, easy to use menu structure built around its powerful forecast engine. Providing the latest forecasting technology for novice and power users alike, Autoboxs processes can be tuned for whatever level of control you desire.
Features
Automatic Modeling
The user can let Autobox do as much or as little of the model building process as you or the complexity of the problem dictates. This option is implemented in such a way that it can be turned on at any stage of the modeling process.

Tournament Modeling
By approaching the modeling problem from many different angles, Autobox chooses the one model that outperforms all of the others.

Complete set of Box-Jenkins modeling Tools
Autobox comes with a complete set of identification and modeling tools for use in the Box-Jenkins framework. This means that you have the ability to transform or prewhiten the chosen series for identification purposes. Autobox handles both ARIMA (univariate) modeling and Transfer Function (multivariate) modeling.

Intervention Detection
Autobox implements ground breaking techniques which quickly and accurately indentify potential interventions (level shifts, season pulses, single point outliers and changes in the variance of the series). These variables can then be included in your model at your discretion. The result is more robust models and greater forecast accuracy.

Graphical Analysis Tools
Autobox 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. Plotting of any combination of variables, included fit versus actual and forecasts with confidence limits is simply a few mouse clicks away.

Forecasting and Diagnostics
Autobox has options that allow you to analyze the stability and forecasting ability of your forecast model. This is achieved through a series of ex-poste forecast analyses. You can automatically withhold any number of observations, reestimate the model form and forecast. Observations are then added back one at a time and the model is reestimated and reforecast. You can optionally allow Autobox to re-identify the model form at each level of withheld data to see if the model form is unduly influenced by recent observations.

Database and Model Storage
Autobox has a complete data and model warehousing structure built right in the program. Autoboxs data management capabilities are specifically designed to address the specific problems faced by a forecaster.