RShiny demo for basic time series exploration

By | October 5, 2015

I made this little interactive demo for basic time series exploration and decomposition for my students. I uploaded it here in case someone else finds it useful. Some things to try:

  • How does the seasonal plot looks like for seasonal and non-seasonal time series?
  • How does the seasonal plot looks when the trend is not removed?
  • How does the time series decomposition looks like when additive or multiplicative form is applied wrongly?
  • What is the effect of different seasonality estimations when decomposing?

Different types of seasonal plots are implemented as well. I find that sometimes looking at alternative forms is quite helpful.

2 thoughts on “RShiny demo for basic time series exploration

    1. Nikos Post author

      Thank you Foti, I will be putting a couple more demos online, as I try to pair one with each of my lectures.

      Reply

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