Trend spotting!
Time Series Analysis in R
David S. Matteson
Associate Professor at Cornell University
Trends
Some time series do not exhibit any clear trends over time:
Trends: linear
Examples of linear trends over time:
Trends: rapid growth
Examples of rapid growth trends over time:
Trends: periodic
Examples of periodic or sinusoidal trends over time:
Trends: variance
Examples of increasing variance trends over time:
Sample transformations: log()
The log() function can linearize a rapid growth trend:
Sample transformations: diff()
The diff() function can remove a linear trend:
Sample transformations: diff(…, s)
The diff(…, s) function, or seasonal difference transformation, can remove periodic trends.
diff(x, s = 4)
