Time Series

The Time Series category includes a number of regular (in terms of the data time interval, such as monthly), univariate times series plotting, and forecasting tools.

ARIMA Tool: The ARIMA tool estimates a univariate time series forecasting model using an autoregressive integrated moving average (or ARIMA) method.

ETS Tool: The ETS tool estimates a univariate time series forecasting model using an exponential smoothing method.

TS Compare Tool: The TS Compare tool compares one or more univariate time series models created with either the ETS or ARIMA macros.

TS Covariate Forecast Tool: The TS Covariate Forecast tool provides forecasts from an ARIMA model estimated using covariates for a user-specified number of future periods.

TS Filler Tool: The Time Series Filler tool takes a data stream of time series data and fills in any gaps in the series.

TS Forecast Tool: The TS Forecast tool provides forecasts from either an ARIMA or ETS  model for a user specified number of future periods.

TS Forecast Factory Tool: The TS Forecast Factory tool provides forecasts from groups of either ARIMA or ETS models for a user-specified number of future periods.

TS Model Factory Tool: The TS Model Factory tool estimates time series forecasting models for multiple groups at once using the autoregressive moving average (ARIMA) method or the exponential smoothing (ETS) method.

TS Plot Tool: The TS Plot tool provides a number of different univariate time series plots that are useful in both better understanding the time series data and determining how to proceed in developing a forecasting model.