Calculation STATBEANS®

 

STATBEAN Name: TimeSeriesAdjustments

 

Purpose: Applies various adjustments to a time series. Allows Statgraphics to perform seasonal time series data analysis adjustments.


Seasonal Time Series STATBEAN® DataSource: any. 

Read/Write Properties
Name Type Description Possible Values Default Value
boxcoxAddend double The amount to add to each value for a BoxCox transformation (or 0.0 for log). Any double. 0.0
boxcoxPower double The power for a BoxCox transformation (or 0.0 for log). Any double. 1.0
inflationAdjustment String When during each time period to apply adjustment. "None","End","Middle" "None"
inflationPercentage double The percentage rate to apply. Any double 0.0
mathAdjustment String Type of adjustment to apply. "None","LOG","LOG10","SQRT",
"RECIPROCAL","POWER","BOXCOX"
"None"
mathPower double The power for a power transformation. Any double. 1.0
nonseasonalDifferencing int Order of differencing to apply. 0-4 0
replaceMissingValues boolean Replace any missing values within time time series. true,false true
samplingInterval double The length of time between consecutive data values. Any double > 0.0 1.0
seasonalAdjustment String Type of adjustment to apply. "None","Multiplicative","Additive" "None"
seasonalDifferencing int Order of differencing to apply. 0-4 0
seasonalLength int The number of time periods comprising a season. 1+ 1
startTime String The value of time associated with row 1. Any string resulting in the proper type of value. "1.0"
timeScale String The type of time units. "Year","Quarter","Month","Day",
"Hour","Minute","Second","Other"
"Other"
timeSeriesVariableName String The name of the column with data values to be plotted. Any string. ""
trendAdjustment String Type of adjustment to apply. "None","Linear","Quadratic",
"Exponential","SCurve"
"None"

Other Public Methods
Name Description Arguments Return Value
double getAdjustedData(int row) Returns the adjusted values. Row index (0 origin). Adjusted value.
int getNumberOfMissingValuesReplaced() Returns the number of missing values replaced with estimates. None. Number replaced.
double getOriginalData(int row) Returns the original values. Row index (0 origin). Original value.

Output Variables
Name Description
Adjusted Data Adjusted data values.

 

Seasonal Time Series Data Analysis Code Sample 
- see TimeSeriesPlot.