For the latest version of JMP Help, visit JMP.com/help.


Publication date: 04/21/2023

Time Series Graph

The Time Series graph plots each times series by the time ID. If no time ID is specified, the row number is used instead. If a holdback set is specified, there is a vertical reference line on the graph that separates the training data from the holdback data.

The platform also performs several tests for stationarity using Augmented Dickey-Fuller (ADF) tests. The following tests and summary statistics are displayed next to the time series graph:

Lambda for Box-Cox

(Appears only if a Box-Cox Transformation is specified.) The value of lambda used in the Box-Cox transformation.

Mean

The sample mean.

SD

The sample standard deviation.

N

The series length.

Zero Mean ADF

A test against a random walk with zero mean, which is defined as follows:

Equation shown here

Single Mean ADF

A test against a random walk with a non-zero mean, which is defined as follows:

Equation shown here

Trend ADF

A test against a random walk with a non-zero mean and a linear trend, which is defined as follows:

Equation shown here

Want more information? Have questions? Get answers in the JMP User Community (community.jmp.com).