Adding A Function of Known Variables (Input Series) |
Model component |
Function |
Details |
SECTIONAL
/ TIME SERIES |
...... |
Use math function of input |
squares, sines etc |
Informatio
Information |
CAUSAL |
Use time lags of an input |
delays |
Not Applic
Information |
CAUSAL |
Use time leads of an input |
anticipated |
Not Applic
Information |
Adding A Function of Unknown Variables (Stochastic Series) |
Model component |
Function |
Details |
SECTIONAL
/ TIME SERIES |
MEMORY |
Account for Omitted Series (Use time lags of output) |
(ARIMA) |
Not Applic
Information |
Adding A Function of Unknown Variables (Deterministic Series) |
Model component |
Function |
Details |
SECTIONAL
/ TIME SERIES |
DUMMY |
One Time Pulse |
Unusual Value (0,0,0,0,1,0) |
Information
Informatio |
DUMMY |
Seasonal Pulse |
Pulse every S periods (0,0,0,1,0,0,0,1) |
Not Applic
Information |
DUMMY |
Level Shift |
Step Shift (0,0,0,1,1,1) |
Not Applic
Information |
DUMMY |
Time Trend |
(0,0,1,2,3,4,5,0) |
Not Applic
Informatio |
Transformations to Stabilize (Homogenize or Normalize) the Variance |
Model component |
Function |
Details |
SECTIONAL
/ TIME SERIES |
.... |
Dispersion Proportional to Mean |
Power Transform |
Information
Informatio |
.... |
Dispersion Non-Proportional to Mean |
Different Variances |
Informatio
Informatio |