Econ is shareware forecasting program based upon econometric modeling. It forecasts the direction and likely returns of the stock market for 3, 6, and 12 months into the future. It does the same for T-BILLS and T-BONDS, and makes explicit recommendations about assett allocations among these classes of investments.
The data files are maintained by entering about 8 pieces of data from Barron's financial weekly newspaper, although I imagine there are online sources for this data now. When you register you get the newest version of the program which is more sophisticated in its modeling. You also receive a database update and a printed manual.
I have the following as the last know address:
DC Economentrics, 1001-A E. Harmony, #349, Fort Collins, CO, 80525.
You should be able to download a copy of the newest version from the following site:
Pull-down menus, color, graphics, extensive context-sensitive help.
Predicts S&P 500, T-Bill rates, T-Bond rates, inflation, and gold prices.
Predicts zero coupon bond prices.
Suggests 4 optimal asset allocations from conservative to aggressive.
On-line Manual.
Users enter data for 9 variables once a month. These are: S&P 500 close, prime rate, T-Bill discount rate, 30-year T-Bond rate, S&P 500 dividend yield, S&P 500 P/E ratio, gold price, consumer price index, unemployment.
Works with Windows 3.1, Windows 95, Windows NT.
Monthly database back to 1965 can be exported as text to spreadsheets.
Registered users get a current installation disk, and a printed manual.
The econometric models were derived by stepwise multiple linear regression to data from 1963 to 1997, a period including many bull and bear markets.