Time Series

Example 1

Summary: Perform Time Series X11 decomposition of a dataset containing monthly sales data using the Date column as the time variable.

Code:

// Open data table
dt = Open("$Sample_Data/Time Series/Monthly Sales.jmp");
// Time Series X11
Time Series(
    X( :Date ),
    Y( :Sales ),
    X11( Additive )
);

Example 2

Summary: Detrend a time series dataset by removing both linear trend and seasonal cycle with a 12-month cycle.

Code:

// Open data table
dt = Open("$Sample_Data/Time Series/Monthly Sales.jmp");
// Time Series Detrended
Time Series(
    X( :Date ),
    Y( :Sales ),
    Remove Linear Trend(
        Remove Cycle(
            Units per Cycle( 12 ),
            Has Constant( 0 )
        )
    )
);

Example 3

Summary: Analyze time series data using variogram and seasonal ARIMA models with specified parameters.

Code:

// Open data table
dt = Open("$Sample_Data/Time Series/Seriesg.jmp");
// Time Series
Time Series(
    Y( :Log Passengers ),
    Variogram( 1 ),
    Seasonal ARIMA(
        0,
        1,
        1,
        0,
        1,
        1,
        12,
        No Intercept( 1 )
    )
);

Example 4

Summary: Compute the Spectral Density for a Time Series Analysis

Code:

// Open data table
dt = Open("$Sample_Data/Wolfer Sunspot.jmp");
// Spectral Density
Time Series(
    Y( :wolfer ),
    Spectral Density( 1 )
);