StatBean Name: TimeSeriesAdjustments

Purpose: Applies various adjustments to a time series.

DataSource: any.

Read/Write Properties
NameTypeDescriptionPossible ValuesDefault Value
boxcoxAddenddoubleThe amount to add to each value for a BoxCox transformation (or 0.0 for log).Any double.0.0
boxcoxPowerdoubleThe power for a BoxCox transformation (or 0.0 for log).Any double.1.0
inflationAdjustmentStringWhen during each time period to apply adjustment."None","End","Middle""None"
inflationPercentagedoubleThe percentage rate to apply.Any double0.0
mathAdjustmentStringType of adjustment to apply."None","LOG","LOG10","SQRT",
"RECIPROCAL","POWER","BOXCOX"
"None"
mathPowerdoubleThe power for a power transformation.Any double.1.0
nonseasonalDifferencingintOrder of differencing to apply.0-40
replaceMissingValuesbooleanReplace any missing values within time time series.true,falsetrue
samplingIntervaldoubleThe length of time between consecutive data values.Any double > 0.01.0
seasonalAdjustmentStringType of adjustment to apply."None","Multiplicative","Additive""None"
seasonalDifferencingintOrder of differencing to apply.0-40
seasonalLengthintThe number of time periods comprising a season.1+1
startTimeStringThe value of time associated with row 1.Any string resulting in the proper type of value."1.0"
timeScaleStringThe type of time units."Year","Quarter","Month","Day",
"Hour","Minute","Second","Other"
"Other"
timeSeriesVariableNameStringThe name of the column with data values to be plotted.Any string.""
trendAdjustmentStringType of adjustment to apply."None","Linear","Quadratic",
"Exponential","SCurve"
"None"

Other Public Methods
NameDescriptionArgumentsReturn Value
double getAdjustedData(int row)Returns the adjusted values.Row index (0 origin).Adjusted value.
int getNumberOfMissingValuesReplaced()Returns the number of missing values replaced with estimates.None.Number replaced.
double getOriginalData(int row)Returns the original values.Row index (0 origin).Original value.

Output Variables
NameDescription
Adjusted DataAdjusted data values.


Code Sample
- see TimeSeriesPlot.