5.6 Time Serie Analysis

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