Training Module:TIME

Time Series Analysis and Forecasting

This module covers the use of STATGRAPHICS in analyzing time series data.

Module length:

Outline:

Descriptive Methods

• Time Sequence Plots
• Subseries Plots
• Autocorrelations and Partial Autocorrelations
• Periodograms
• Tests for Randomness
• Cross-correlation Functions

Smoothing

• Weighted Moving Averages
• Nonlinear Resistant Smoothers
• Combining More than One Smoother

Seasonal Decomposition

• Time Series Models
• Estimating the Components
• Generating Seasonally Adjusted Data

Forecasting

• Moving Averages
• Trend Models
• Exponential Smoothing
• ARIMA Models
• Selecting a Forecasting Model
• Automatic Model Selection