Working example: http://jsfiddle.net/Gajotres/pFJ7Z/
You were initializing wrong databox js files.
There files don't exist:
<script type="text/javascript" src="http://dev.jtsage.com/cdn/datebox/latest/jqm-datebox.calbox.min.js"></script>
<script type="text/javascript" src="http://dev.jtsage.com/cdn/datebox/latest/jqm-datebox.datebox.min.js"></script>
Correct ones:
<script type="text/javascript" src="http://dev.jtsage.com/cdn/datebox/latest/jqm-datebox.mode.calbox.min.js"></script>
<script type="text/javascript" src="http://dev.jtsage.com/cdn/datebox/latest/jqm-datebox.mode.datebox.min.js"></script>