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TimeSeriesAnalysis[SeasonalSubseriesPlot] - display seasonal time series data

Calling Sequence

SeasonalSubseriesPlot(ts, opts)

Parameters

ts1

-

TimeSeries object

opts

-

(optional) equations of the form optionname = value, where optionname is one of means, starting_period, space, or seasonnames; or a general plot option

Description

• 

The SeasonalSubseriesPlot command is used for displaying a plot of the seasonal subseries of a time series; that is, all values for a particular season are shown together. For example, for a monthly time series, this plot shows the January data points of all years together, the February data points, and so on. The seasons are shown next to each other.

• 

Optionally, the plot also shows a horizontal line through each subseries, at the mean value for that season.

• 

Typically, this command is used for time series having only a single data set, but it is possible to use it for time series having multiple data sets. In that case, the values of all data sets for a particular season are shown together.

Examples

withTimeSeriesAnalysis:

Consider the following time series, which exhibits seasonal behavior with period 3.

ts1:=TimeSeries4,8,9,3,8,8,5,9,10,7,period=3

ts1:=Time seriesdata set10 rows of data:2005 - 2014

(1)

TimeSeriesPlotts1

SeasonalSubseriesPlotts1

You can color the lines of the means blue, and make the line charts for the time series thicker. You can also add a legend for the horizontal lines.

SeasonalSubseriesPlotts1,thickness=3,means=color=Niagara Blue,legend=seasonal mean

Consider the following monthly time series.

ts2:=TimeSeries7,23,21,19,13,46,42,30,31,26,19,9,16,26,17,33,31,46,42,35,45,30,11,17,23,20,15,36,31,55,49,39,36,28,12,11,21,23,27,33,36,49,42,37,33,45,12,7,23,32,25,42,27,52,50,34,41,40,16,14,frequency=monthly,startdate=2005-09

ts2:=Time seriesdata set60 rows of data:2005-09-01 - 2010-08-01

(2)

TimeSeriesPlotts2

SeasonalSubseriesPlotts2

The time series starts in September; it makes sense to start the display with January. You can also specify the names of the months; then you need to make the plot a little wider so that all the names fit. And finally, you increase the space between the months in the plot.

SeasonalSubseriesPlotts2,startingperiod=9,seasonnames=January,February,March,April,May,June,July,August,September,October,November,December,space=0.25,size=800,400

See Also

DataSets[Quandl][Reference][SetColumns], TimeSeriesAnalysis, TimeSeriesAnalysis[TimeSeriesPlot]


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