Time Series Graph
The Time Series graph plots each times series by the time ID. If no time ID is specified, the row number is used instead. If a holdback set is specified, there is a vertical reference line on the graph that separates the training data from the holdback data.
The platform also performs several tests for stationarity using Augmented Dickey-Fuller (ADF) tests. The following tests and summary statistics are displayed next to the time series graph:
Lambda for Box-Cox
(Appears only if a Box-Cox Transformation is specified.) The value of lambda used in the Box-Cox transformation.
Mean
The sample mean.
SD
The sample standard deviation.
N
The series length.
Zero Mean ADF
A test against a random walk with zero mean, which is defined as follows:
Single Mean ADF
A test against a random walk with a non-zero mean, which is defined as follows:
Trend ADF
A test against a random walk with a non-zero mean and a linear trend, which is defined as follows:
