File Exchange > DataAnalysis >    Simple Time Series Analysis

Author:
OriginLab Technical Support
Date Added:
10/25/2016
Downloads (90 Days):
196
Last Update:
4/11/2017
Total Ratings:
0
File Size:
135 KB
Average Rating:
File Name:
Simple Tim...is.opx
File Version:
1.02
Minimum Versions:
2017
License:
Free
Summary:

Perform simple time series analysis including autocorrelation, cross correlation, differencing, and single exponential smoothing.

Screen Shot and Video:
Description:

INSTALLATION
Download the Simple Time Series Analysis.opx, and then drag-and-drop onto Origin workspace. An icon will appear in the Apps Gallery window.
NOTE: This tool requires OriginPro.

OPERATION
Click on the Simple Time Series Analysis icon to open toolbar with 5 buttons:

 
  • Differences
    This tool carries out non-seasonal and seasonal differencing on time series data.
    1. Click DIFF button in the toolbar. A dialog will open.
    2. Choose XY data as Time Series.
    3. In the Settings branch, select Difference or Seasonal Difference as Type.
      When Type is Difference, check the checkbox on right of Difference Order and enter a positive integer.
      When Type is Seasonal Difference, seasonal and non-seasonal differences are allowed at the same time. If  non-seasonal difference is needed, check the checkbox on right of Difference Order and enter a positive integer. Otherwise clear the checkbox. In Seasonal Difference group, check the checkbox on right of Order. Enter a positive integer as Order and a positive integer as Period.
    4. Click OK button, the results of differences will be created.
  • Lag
    This tool calculates lag or lead of a time series.
  • Single Exponential Smoothing
    This tool performs single exponential smoothing on time series data.
    1. Click Single Exponential Smoothing button in the toolbar. A dialog will open.
    2. Choose XY data as Time Series.
    3. In the Settings branch, you can use default Smoothing Constant calculated by fitting an ARIMA (0, 1, 1) model or custom a value. The value must be between 0 and 1. The smaller the value, the smoother the curve. When you customize the Smoothing Constant value, Number of Points to Initialize should also be specified to estimate m0. Number of Forecasts is used to define how may forecasts you want. Zero means no forecast is required.
    4. In the Quantities branch, check options to control which results to output in Results sheet, including Residuals, Standard Error and Confidence Limits for forecasts.
    5. In the Plots tab, specify whether to create Smoothed Plot and Predicted Plot.
    6. Click OK button, a report sheet and a report data sheet will be created.
  • Autocorrelations and Partial Autocorrelations
    This tool computes and plots autocorrelations and partial autocorrelations on time series data.
    1. Click ACF & PACF  button in the toolbar. A dialog will open.
    2. Choose XY data as Time Series.
    3. In the Settings branch, you can use default Number of Lags or specify a custom value. The default method used for computing standard error is Independence Model. You can change it to Bartlett's Approximation. Check the Partial Autocorrelation to output the corresponding results.
    4. In the Quantities branch, check options to control which results to output in Results sheet, including Standard Error, t Statistic, Confidence Limits, etc.
    5. In the Plots tab, specify whether to create a graph of autocorrelation and a graph of partial autocorrelation.
    6. Click OK button. A report sheet and a report data sheet will be created.
  • Cross Correlation
    This tool computes and plots cross correlations between two time series data. The two data should have the same number of observations.
    1. Click CCF button in the toolbar. A dialog will open.
    2. Choose two XY datasets as Time Series 1 and Time series 2 respectively.
    3. You can use default Number of Lags or custom a value.
    4. In the Quantities branch, check options to control which results to output in Results sheet, including Standard Error and Confidence Limits.
    5. Click OK button, a report sheet and a report data sheet will be created.

Updates:

v 1.02: Fixed bug related to toolbar image

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