JMP 11 Specialized Models

Chapter 9  

Time Series Analysis

Fit Time Series Models and Transfer Functions

The Time Series platform lets you explore, analyze, and forecast univariate time series. A time series is a set y1, y2, ... ,yN of observations taken over a series of equally-spaced time periods. The analysis begins with a plot of the points in the time series. In addition, the platform displays graphs of the autocorrelations and partial autocorrelations of the series. These indicate how and to what degree each point in the series is correlated with earlier values in the series.

You can interactively add:

Variograms

a characterization of process disturbances

AR coefficients

autoregressive coefficients

Spectral Density Plots

versus period and frequency, with white ...