mirror of
https://github.com/eddelbuettel/binb
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148 lines
3.5 KiB
Plaintext
148 lines
3.5 KiB
Plaintext
---
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# Version of Monash demo to show off some available options
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author: Rob J Hyndman
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title: Monash
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date: \today
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titlefontsize: 22pt
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titlecolor: burntorange
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fontsize: 12pt
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classoption: aspectratio=169
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titlepage: title16x9.png
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toc: true
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tocheader: Time series graphics
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output:
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binb::monash:
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colortheme: monashblue
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keep_tex: yes
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fig_height: 3.3
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fig_width: 8
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header-includes:
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- \usepackage{booktabs}
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- \tabcolsep=0.12cm
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- \definecolor{burntorange}{rgb}{0.8, 0.33, 0.0}
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---
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```{r setup, include=FALSE}
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knitr::opts_chunk$set(echo = TRUE)
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library(forecast)
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library(ggplot2)
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options(width=50)
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```
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# Time plots
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## Time plots
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```{r}
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autoplot(USAccDeaths) +
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ylab("Total deaths") + xlab("Year")
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```
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# Seasonal plots
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## Seasonal plots
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```{r}
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ggseasonplot(USAccDeaths, year.labels=TRUE,
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year.labels.left=TRUE) + ylab("Total deaths")
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```
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## Seasonal plots
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* Data plotted against the individual "seasons" in which the data were observed. (In this case a "season" is a month.)
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* Something like a time plot except that the data from each season are overlapped.
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* Enables the underlying seasonal pattern to be seen more clearly, and also allows any substantial departures from the seasonal pattern to be easily identified.
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* In R: `ggseasonplot()`
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# Seasonal polar plots
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## Seasonal polar plots
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```{r, out.width="6.2cm"}
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ggseasonplot(USAccDeaths, year.labels=TRUE,
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polar=TRUE) + ylab("Total deaths")
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```
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\only<2>{
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\begin{textblock}{4}(8,4)
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\begin{alertblock}{}
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Only change is to switch to polar coordinates.
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\end{alertblock}
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\end{textblock}
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}
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# Seasonal subseries plots
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## Seasonal subseries plots
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```{r, echo=TRUE}
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ggsubseriesplot(USAccDeaths) +
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ylab("Total deaths")
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```
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## Seasonal subseries plots
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* Data for each season collected together in time plot as separate time series.
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* Enables the underlying seasonal pattern to be seen clearly, and changes in seasonality over time to be visualized.
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* In R: `ggsubseriesplot()`
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# Lag plots and autocorrelation
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## Lagged scatterplots
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```{r, fig.height=4.5, out.width="45%"}
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gglagplot(USAccDeaths/1000, lags=9)
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```
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## Lagged scatterplots
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```{r, fig.height=4.5, out.width="45%"}
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gglagplot(USAccDeaths/1000, lags=9, do.lines=FALSE)
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```
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\only<2>{
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\begin{textblock}{6.8}(8.3,3)
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\begin{block}{}
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\begin{itemize}\tightlist
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\item Each graph shows $y_t$ plotted against $y_{t-k}$ for different values of $k$.
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\item Autocorrelations are correlations associated with these scatterplots.
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\end{itemize}
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\end{block}
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\end{textblock}
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}
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## Autocorrelation
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We denote the sample autocovariance at lag $k$ by $c_k$ and the sample autocorrelation at lag $k$ by $r_k$. Then define
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\begin{block}{}
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\begin{align*}
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c_k &= \frac{1}{T}\sum_{t=k+1}^T (y_t-\bar{y})(y_{t-k}-\bar{y}) \\[0.cm]
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\text{and}\qquad
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r_{k} &= c_k/c_0
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\end{align*}
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\end{block}\pause\small
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* $r_1$ indicates how successive values of $y$ relate to each other
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* $r_2$ indicates how $y$ values two periods apart relate to each other
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* $r_k$ is \textit{almost} the same as the sample correlation between $y_t$ and $y_{t-k}$.
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## Autocorrelation
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Results for first 9 lags for `USAccDeaths` data:
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```{r, echo=FALSE, results='asis'}
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USAccDeathsacf <- matrix(acf(c(USAccDeaths), lag.max=9,
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plot=FALSE)$acf[-1,,1], nrow=1)
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colnames(USAccDeathsacf) <- paste("$r_",1:9,"$",sep="")
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knitr::kable(USAccDeathsacf, booktabs=TRUE,
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align="c", digits=3,
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format.args=list(nsmall=3))
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```
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```{r USAccDeathsacf, fig.height=2}
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ggAcf(USAccDeaths)
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```
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