Time Series Intro

Google Analytics Data

• Data is pre-processed.

Interactive Table

Trend Based

Linear Trends

• Formula: optins_trans ~ index.num

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

Seasonal Trends

Weekly

• Formula: optins_trans ~ wday.lbl

Monthly

Combine Trend & Seasonality

Interactions

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