Purpose
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.
Features
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Time Series Plot
Simple, With Groups
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Statistics and Test
ACF & PACF, Cross Correlation, Stationarity Test
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Transform and Decompose
Differences, Lag, Box-Cox Transformation, Trend Analysis, Decomposition
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Smooth
Moving Average, Single Exponential Smoothing, Double Exponential Smoothing, Winter's Method
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ARIMA
ARIMA model, Prewhitening
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Spectral Analysis
Univariate/Bivariate Spectral Density with Daniell Method, Univariate/Bivariate Spectral Density with Lag Window
Related Apps: Change Point Analysis
Installation
Download the file "Time_Series_Analysis.opx", and then drag-and-drop onto the Origin workspace. An icon will appear in the Apps gallery window.
Operation
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Import data into a worksheet and keep it active.
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Click the App icon to open a dialog with multiple tabs.
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In the pop up dialog, click tabs for the tools you want to use.
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Click the tool icon to launch an X-function dialog.
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Specify input data and modify settings.
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Click OK to output results.
Tutorial and Algorithms
Please refer to this page for details.
Sample OPJU File
This app provides a sample OPJU file and a data file. Right click on the app icon in the Apps Gallery window, and choose Show Samples Folder from the short-cut menu. A folder will open. Drag-and-drop the project file TSA Sample.opju from the folder onto Origin. The Notes window in the project shows detailed steps.
Note: If you wish to save the OPJU after changing, it is recommended that you save to a different folder location (e.g. User Files Folder).