2.2 Time Series Analysis (Pro)

TSA

Time series analysis is a statistical technique used to analyze and interpret data points recorded at consistent intervals over a period of time. This App provides tools for investigating and modelling time series data. The models may then be used to forecast the series.

The Time Series Analysis App provides following tools to help user on the purpose.

• Time Series Plot
• Statistics and Test
  • Autocorrelation and Partial Autocorrelation (ACF & PACF)
  • Cross Correlation (CCF)
  • Stationary Test
• Transform and Decompose
  • Differences
  • Lag
  • Box-Cox Transformation
  • Trend Analysis
  • Decomposition
• Smooth
  • Moving Average
  • Single Exponential Smoothing
  • Double Exponential Smoothing
  • Winter's Method
• ARIMA
  • ARIMA tool
  • Prewhitening
• Spectral Analysis
  • Univariate Spectral Density with Daniell Method
  • Univariate Spectral Density with Lag Window
  • Bivariate Spectral Density with Daniell Method
  • Bivariate Spectral Density with Lag Window

How to download and install the app

• Click Add Apps button in Apps Gallery to open App Center, search Time Series Analysis and install the app.

  OR

• Download the App from the OriginLab File Exchange, drag and drop the OPX file to Origin to install it

Sample OPJ

The sample opj will be used in the tutorials in the chapter.

After the app is installed, right click on the icon in Apps Gallery and select Shows Sample Folder from the context menu