Time Series Part 1

Bhawna G. Panwar

10 minute read

if(!require(devtools)) install.packages("devtools")

Loading required package: devtools

Warning: package 'devtools' was built under R version 3.3.3

library(nltsa) library(astsa) # load astsa package sunspot = sqrt(sunspot.year) # transform sunspot data plot(sunspot, xlab="year") # plot data acf2(sunspot) # not shown

ACF PACF

[1,] 0.82 0.82

[2,] 0.46 -0.65

[3,] 0.06 -0.15

[4,] -0.25 0.01

[5,] -0.42 -0.05

[6,] -0.40 0.20

[7,] -0.

Time Series

Bhawna G. Panwar

3 minute read

Here we explore time series type dataset. Inbuilt Airpassenger dataset was used. Load the data set notice Class is labeled “ts”-indicating a time series format data("AirPassengers") class(AirPassengers)

[1] "ts"

end(AirPassengers)

[1] 1960 12

We can define the cycle of this time series in years frequency(24)

[1] 1

Summary summary(AirPassengers)

Min. 1st Qu. Median Mean 3rd Qu. Max. ## 104.0 180.0 265.5 280.3 360.5 622.0

plot(AirPassengers) plot(AirPassengers) abline(reg= lm (AirPassengers~time(AirPassengers)))

pritn cycle across years, then aggregate cycles and display a year on year trend

cycle(AirPassengers)

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec

1949 1 2 3 4 5 6 7 8 9 10 11 12

1950 1 2 3 4 5 6 7 8 9 10 11 12

1951 1 2 3 4 5 6 7 8 9 10 11 12

1952 1 2 3 4 5 6 7 8 9 10 11 12

1953 1 2 3 4 5 6 7 8 9 10 11 12

1954 1 2 3 4 5 6 7 8 9 10 11 12

1955 1 2 3 4 5 6 7 8 9 10 11 12

1956 1 2 3 4 5 6 7 8 9 10 11 12

1957 1 2 3 4 5 6 7 8 9 10 11 12

1958 1 2 3 4 5 6 7 8 9 10 11 12

1959 1 2 3 4 5 6 7 8 9 10 11 12

1960 1 2 3 4 5 6 7 8 9 10 11 12

plot(aggregate(AirPassengers,FUN = mean))

boxplot on seasonal data

boxplot(AirPassengers~cycle(AirPassengers))

The variance and the mean value in July and August is much higher than rest of the months.

p-value Analysis

Bhawna G. Panwar

8 minute read

The main purpose of P-value Analysis was to use the Tooth Growth dataset. I wanted to showcase various R packages such as ggpubr and dplyr that use default methods such “wilcos.test”,“t.test”" etc. I intend to add more details of this analysis later. I wanted to demonstrate the working code here first. if(!require(devtools)) install.packages("devtools")

Loading required package: devtools

Warning: package 'devtools' was built under R version 3.3.3

devtools::install_github("kassambara/ggpubr")

Skipping install of 'ggpubr' from a github remote, the SHA1 (cb0f308d) has not changed since last install.