JMP 13 Predictive and Specialized Modeling, Second Edition, 2nd Edition

Chapter 15 

Time Series Analysis

Fit Time Series Models and Transfer Functions

The Time Series platform enables you to explore, analyze, and forecast univariate time series. A time series is a set of observations taken over a series of equally spaced time periods. Observations that are close together in time are typically correlated. Time series methodology takes advantage of this dependence between observations to better predict what the series will look like in the future.

Characteristics that are common in time series data include seasonality, trend, and autocorrelation. The Time Series platform provides options to handle these characteristics. Graphs such as variograms, autocorrelation plots, partial autocorrelation plots, and spectral density ...