Time Series Intro

Google Analytics Data

  • Data is pre-processed.

Interactive Table



Trend Based

Non-Linear Trend

Basis Splines

  • B-Spline Basis for Polynomial Splines with 3 degrees of freedom.



Natural Cubic Splines

  • Natural Cubic Splines with quantile knots at: .25 & .50



Fourier Series

ACF Diagnostics



Fourier Data

  • Periods 7, 14, 30, 90, 365
  • Max Fourier Orders: 2

Spline Model with Fourier Series



Lags

Lag Data

  • Lag Periods: 57, 63, 70
  • NA: values removed from creation of lags.

Natural Cubic SPlines



Special Events

Plot Special Events

  • Filtering Data when there is an event.
  • Add geom_point() for special event.



Natural Splines with Events



External Lagged Regressors

Plot CCF



Natural Splines



Best Fit