Professional statistical analysis of your time series data
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Format: Time/date in column 1, value columns from column 2
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Statistische Kennzahlen
Metric explanations:
• Modus: Most frequent value in the data
• Q1/Q3: 25% bzw. 75% Quartile (Box-Grenzen)
• IQR: Interquartilsabstand (Q3 - Q1)
• Schiefe: Asymmetrie der Verteilung (0 = symmetrisch, >0 = rechtsschief, <0 = linksschief)
• Kurtosis: "Kurtosis" of the distribution (0 = normal, >0 = leptokurtic, <0 = flach)
Trendfunktion
Definition: x = Index of data points (0, 1, 2, 3, ...),
y = Values of the selected time series. The trend function approximates the course of the time series..
Goodness of fit:
• R²: Proportion of explained variance (0–1, higher = better)
• Adj. R²: Adjusted R², accounts for the number of parameters
• RMSE: Root Mean Squared Error (niedriger = besser)
• MAE: Mean Absolute Error (niedriger = besser)
Autocorrelation analysis
ACF (Autocorrelation function): Shows linear dependencies between observations. PACF (Partielle ACF): Correlation without the influence of intervening lags. Ljung-Box Test: Tests whether autocorrelations are significantly different from zero..
Smoothing
Time series decomposition
Trend: Long-term trend of the time series Seasonal component: Recurring patterns within the period Restkomponente: Random fluctuations after removing trend and seasonality Additiv: Y = Trend + Saisonal + Residual | Multiplikativ: Y = Trend × Saisonal × Rest