Advanced Time Series Analysis Dashboard Guide - bri-thetechie/TSA GitHub Wiki

Overview

The Advanced App offers more granular control over the time series analysis process, allowing you to select specific analyses and customize parameters.

How to Use

  1. Upload Data: Upload your data file and select the numeric column and frequency as described in the Getting Started guide. Click "Set Frequency".
  2. Analysis Parameters: In the sidebar, check the boxes next to the analyses you want to perform.
  3. Parameter Configuration: For each selected analysis, adjust the available parameters (e.g., lags for ACF/PACF, order of moving average, ARIMA/SARIMA/GARCH orders). Conditional panels will appear based on your selections.
  4. Run Analysis: Click the "Run Analysis" button.

Output Tabs

The main panel will display tabs corresponding to the analyses you selected:

  • Time Series Plot: A plot of your time series data.
  • Stationarity Tests: Results of the ADF and HEGY tests (if selected).
  • Decomposition: Plots of additive and/or multiplicative decomposition (if selected).
  • Moving Averages & Detrending: Plots of the moving average and the detrended series (if selected).
  • ACF/PACF: ACF and PACF plots with the specified number of lags (if selected).
  • ARIMA/SARIMA Model: Summary of the fitted ARIMA or SARIMA model with your specified orders (if selected).
  • GARCH Model: Summary of the fitted GARCH model with your specified type and orders (if selected).
  • Forecasting: Forecast plot and results based on the chosen model and forecast horizon (if selected).
  • Residual Analysis: Results of the selected residual diagnostic tests and plots (if selected).
  • Periodogram: A plot of the periodogram (if selected).

Tips for Advanced Users

  • Consider the ACF and PACF plots to help determine appropriate ARIMA model orders.
  • Experiment with different GARCH model types (sGARCH, eGARCH, gjrGARCH) based on the characteristics of your data's volatility.
  • Carefully interpret the residual diagnostics to assess the adequacy of your chosen models.

Further Exploration

[You can add links to resources or further explanations of the different advanced techniques available in this app.]