1. Facility to save and recover models
Critical Requirements - Univariate
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Autobox
Forecast Pro
SAS
Facility to save and recover models
Statistical facility to automatically incorporate level shifts
Statistical facility to automatically incorporate pulses
Statistical facility to automatically incorporate seasonal pulses
Statistical facility to automatically incorporate local time trends
Statistical Detect points in time where parameters change significantly(CHOW test)
Statistical Detect where the variance of the errors changes significantly(TSAY test)
Facility to detect correct power transformation (ie log, reciprocals, constancy of variance)
Facility to ensure that the final model only includes significant parameters and that the error process is tested to ensure all of the Gaussian assumptions
Facility to automatically test for model invertibility & automatic remodeling

2. Statistical facility to automatically incorporate level shifts
Critical Requirements –Causal Models
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Autobox
Forecast Pro
SAS
Statistical facility to automatically incorporate level shifts
Statistical facility to automatically incorporate pulses
Statistical facility to automatically incorporate seasonal pulses
Statistical facility to automatically incorporate local time trends
Facility to automatically forecast user specified causal variables
Facility to automatically detect contemporaneous and lag effects of user variables
Facility to automatically detect lead effects of user variables