Gallery/Time series
Time series
Decomposition, autocorrelation, forecasts with prediction intervals and change over time.
Time series
STL decomposition
A monthly industrial turnover series split into trend, seasonal and remainder components in stacked panels.
feasts::STL() + autoplot()
Time series
ACF and PACF
Autocorrelation and partial autocorrelation of US quarterly unemployment, as lollipops with 95% significance bands.
forecast::ggtsdisplay()
Time series
SARIMA forecast
Seasonal ARIMA forecast of industrial turnover with 80% and 95% prediction intervals against held-out data.
forecast::autoplot(forecast())
Time series
Seasonal subseries plot
Each calendar month's industrial turnover across the years, with the monthly mean as a reference.
feasts::gg_subseries()