statistica_time_series
Run time-series analyses and forecasts: autocorrelation, ARIMA, exponential smoothing, differencing, and seasonal decomposition on selected variables.
Instructions
Time Series / Forecasting module. procedure is one of: descriptives, autocorrelation, partial_autocorrelation, cross_correlation, arima, spectral, smoothing, shift, exponential_smoothing, differencing, seasonal_decomposition. autocorrelation/partial_autocorrelation/spectral/smoothing/differencing/descriptives operate on a single series.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| lag | No | shift: number of periods to shift. Default 1. | |
| lags | No | autocorrelation: number of lags. Default 20. | |
| path | Yes | ||
| alpha | No | exponential_smoothing: level smoothing parameter. | |
| delta | No | exponential_smoothing: trend smoothing parameter for damped models. | |
| focus | No | 1-based position within `variables` of the series to analyse. Default 1. | |
| gamma | No | exponential_smoothing: trend/seasonal smoothing parameter. | |
| model | No | exponential_smoothing: model type. Default simple (EMA). holt=linear trend, holt_additive=Theil-Wage, holt_multiplicative=Winters. | |
| prior | No | smoothing: average prior values only (non-centered). Default false = centered moving average. | |
| sheet | No | ||
| attach | No | Attach to the already-running STATISTICA instance and edit it live (no new process, the app is not closed). | |
| window | No | smoothing: moving-average window size. Default 3. | |
| arOrder | No | arima: autoregressive order p. Default 1. | |
| maOrder | No | arima: moving-average order q. Default 0. | |
| sarOrder | No | arima: seasonal AR order. | |
| smaOrder | No | arima: seasonal MA order. | |
| direction | No | shift: shift forward (delay) or back (lead). Default forward. | |
| forecasts | No | arima: cases to forecast. Default 12. | |
| procedure | Yes | Which time-series analysis to run. | |
| variables | Yes | Series variable(s). For arima the first is modelled (or use `focus`). | |
| difference | No | arima: difference the series. Default false. | |
| seasonalLag | No | arima: seasonal lag (0 disables seasonality). | |
| differenceLag | No | arima: differencing lag. Default 1. | |
| confidenceLevel | No | arima: forecast confidence level. Default 0.95. | |
| differencePasses | No | arima: number of differencing passes. Default 1. |