library(TSstudio)
library(tseries)
Registered S3 method overwritten by 'quantmod':
method from
as.zoo.data.frame zoo
class(USgas) #determine the class of USgas
plot.ts(USgas, main = "US Gas Rates over Time")
decompose(USgas) #check for trends
$x
Jan Feb Mar Apr May Jun Jul Aug Sep Oct
2000 2510.5 2330.7 2050.6 1783.3 1632.9 1513.1 1525.6 1653.1 1475.0 1567.8
2001 2677.0 2309.5 2246.6 1807.2 1522.4 1444.4 1598.1 1669.2 1494.1 1649.1
2002 2487.6 2242.4 2258.4 1881.0 1611.5 1591.4 1748.4 1725.7 1542.2 1645.9
2003 2700.5 2500.3 2197.9 1743.5 1514.7 1368.4 1600.5 1651.6 1428.6 1553.2
2004 2675.8 2511.1 2100.9 1745.2 1573.0 1483.7 1584.9 1578.0 1482.2 1557.2
2005 2561.9 2243.0 2205.8 1724.9 1522.6 1534.1 1686.6 1695.1 1422.5 1428.2
2006 2165.3 2144.4 2126.4 1681.0 1526.3 1550.9 1758.7 1751.7 1462.1 1644.2
2007 2475.6 2567.0 2128.8 1810.1 1559.1 1555.2 1659.9 1896.1 1590.5 1627.8
2008 2734.0 2503.4 2278.2 1823.9 1576.4 1604.2 1708.6 1682.9 1460.9 1635.8
2009 2729.7 2332.5 2170.7 1741.3 1504.0 1527.8 1658.0 1736.5 1575.0 1666.5
2010 2809.8 2481.0 2142.9 1691.8 1617.3 1649.5 1825.8 1878.9 1637.5 1664.9
2011 2888.6 2452.4 2230.5 1825.0 1667.4 1657.3 1890.5 1891.8 1655.6 1744.5
2012 2756.2 2500.7 2127.8 1953.1 1873.8 1868.4 2069.8 2008.8 1807.2 1901.1
2013 2878.8 2567.2 2521.1 1967.5 1752.5 1742.9 1926.3 1927.4 1767.0 1866.8
2014 3204.1 2741.2 2557.9 1961.7 1810.2 1745.4 1881.0 1933.1 1809.3 1912.8
2015 3115.0 2925.2 2591.3 2007.9 1858.1 1899.9 2067.7 2052.7 1901.3 1987.3
2016 3091.7 2652.3 2356.3 2083.8 1965.8 2000.7 2186.6 2208.4 1947.8 1925.2
2017 2914.2 2340.6 2523.7 1932.5 1892.5 1910.9 2142.1 2094.3 1920.9 2032.0
2018 3335.0 2705.9 2792.6 2346.3 2050.9 2058.7 2344.6 2307.7 2151.5 2279.1
2019 3399.9 2999.2 2899.9 2201.1 2121.0 2115.2 2407.5 2437.2 2215.6 2472.3
Nov Dec
2000 1908.5 2587.5
2001 1701.0 2120.2
2002 1913.6 2378.9
2003 1753.6 2263.7
2004 1782.8 2327.7
2005 1663.4 2326.4
2006 1765.4 2122.8
2007 1834.5 2399.2
2008 1868.9 2399.7
2009 1776.2 2491.9
2010 1973.3 2714.1
2011 2031.9 2541.9
2012 2167.8 2503.9
2013 2316.9 2920.8
2014 2357.5 2679.2
2015 2249.1 2588.2
2016 2159.4 2866.3
2017 2357.7 3084.5
2018 2709.9 2993.1
2019
$seasonal
Jan Feb Mar Apr May Jun
2000 766.39609 453.19521 278.18841 -174.30874 -351.82465 -365.99085
2001 766.39609 453.19521 278.18841 -174.30874 -351.82465 -365.99085
2002 766.39609 453.19521 278.18841 -174.30874 -351.82465 -365.99085
2003 766.39609 453.19521 278.18841 -174.30874 -351.82465 -365.99085
2004 766.39609 453.19521 278.18841 -174.30874 -351.82465 -365.99085
2005 766.39609 453.19521 278.18841 -174.30874 -351.82465 -365.99085
2006 766.39609 453.19521 278.18841 -174.30874 -351.82465 -365.99085
2007 766.39609 453.19521 278.18841 -174.30874 -351.82465 -365.99085
2008 766.39609 453.19521 278.18841 -174.30874 -351.82465 -365.99085
2009 766.39609 453.19521 278.18841 -174.30874 -351.82465 -365.99085
2010 766.39609 453.19521 278.18841 -174.30874 -351.82465 -365.99085
2011 766.39609 453.19521 278.18841 -174.30874 -351.82465 -365.99085
2012 766.39609 453.19521 278.18841 -174.30874 -351.82465 -365.99085
2013 766.39609 453.19521 278.18841 -174.30874 -351.82465 -365.99085
2014 766.39609 453.19521 278.18841 -174.30874 -351.82465 -365.99085
2015 766.39609 453.19521 278.18841 -174.30874 -351.82465 -365.99085
2016 766.39609 453.19521 278.18841 -174.30874 -351.82465 -365.99085
2017 766.39609 453.19521 278.18841 -174.30874 -351.82465 -365.99085
2018 766.39609 453.19521 278.18841 -174.30874 -351.82465 -365.99085
2019 766.39609 453.19521 278.18841 -174.30874 -351.82465 -365.99085
Jul Aug Sep Oct Nov Dec
2000 -202.60632 -180.79645 -384.74602 -294.98790 -33.71137 491.19258
2001 -202.60632 -180.79645 -384.74602 -294.98790 -33.71137 491.19258
2002 -202.60632 -180.79645 -384.74602 -294.98790 -33.71137 491.19258
2003 -202.60632 -180.79645 -384.74602 -294.98790 -33.71137 491.19258
2004 -202.60632 -180.79645 -384.74602 -294.98790 -33.71137 491.19258
2005 -202.60632 -180.79645 -384.74602 -294.98790 -33.71137 491.19258
2006 -202.60632 -180.79645 -384.74602 -294.98790 -33.71137 491.19258
2007 -202.60632 -180.79645 -384.74602 -294.98790 -33.71137 491.19258
2008 -202.60632 -180.79645 -384.74602 -294.98790 -33.71137 491.19258
2009 -202.60632 -180.79645 -384.74602 -294.98790 -33.71137 491.19258
2010 -202.60632 -180.79645 -384.74602 -294.98790 -33.71137 491.19258
2011 -202.60632 -180.79645 -384.74602 -294.98790 -33.71137 491.19258
2012 -202.60632 -180.79645 -384.74602 -294.98790 -33.71137 491.19258
2013 -202.60632 -180.79645 -384.74602 -294.98790 -33.71137 491.19258
2014 -202.60632 -180.79645 -384.74602 -294.98790 -33.71137 491.19258
2015 -202.60632 -180.79645 -384.74602 -294.98790 -33.71137 491.19258
2016 -202.60632 -180.79645 -384.74602 -294.98790 -33.71137 491.19258
2017 -202.60632 -180.79645 -384.74602 -294.98790 -33.71137 491.19258
2018 -202.60632 -180.79645 -384.74602 -294.98790 -33.71137 491.19258
2019 -202.60632 -180.79645 -384.74602 -294.98790
$trend
Jan Feb Mar Apr May Jun Jul Aug
2000 NA NA NA NA NA NA 1885.154 1891.208
2001 1896.738 1900.429 1901.896 1906.079 1900.821 1872.704 1845.342 1834.654
2002 1864.929 1873.546 1877.904 1879.775 1888.500 1908.138 1927.788 1947.404
2003 1908.837 1899.587 1891.767 1883.171 1872.642 1861.175 1855.346 1854.767
2004 1861.092 1857.375 1856.542 1858.942 1860.325 1864.208 1862.129 1846.212
2005 1846.329 1855.446 1857.838 1849.975 1839.625 1834.596 1818.017 1797.383
2006 1787.713 1793.075 1797.083 1807.733 1820.983 1816.750 1821.196 1851.733
2007 1879.275 1881.175 1892.542 1897.208 1899.404 1913.800 1936.083 1944.200
2008 1962.704 1955.850 1941.567 1936.500 1938.267 1939.721 1939.563 1932.263
2009 1894.792 1894.917 1901.904 1907.938 1905.354 1905.333 1912.512 1922.037
2010 1948.358 1961.283 1969.821 1972.358 1980.504 1997.975 2010.517 2012.608
2011 2037.337 2040.571 2041.862 2045.933 2051.692 2046.958 2034.267 2030.763
2012 2077.154 2089.500 2100.692 2113.533 2125.721 2129.800 2133.325 2141.204
2013 2151.404 2142.033 2136.967 2133.863 2138.646 2162.229 2193.154 2213.958
2014 2226.921 2225.271 2227.271 2230.950 2234.558 2226.183 2212.404 2216.358
2015 2255.304 2268.067 2276.883 2283.821 2282.408 2274.100 2269.338 2256.996
2016 2254.696 2266.137 2274.562 2273.913 2267.588 2275.438 2279.629 2259.246
2017 2232.154 2225.546 2219.671 2223.000 2235.713 2253.067 2279.692 2312.446
2018 2418.512 2435.842 2454.342 2474.246 2499.217 2510.083 2508.979 2523.904
2019 2546.137 2554.154 2562.221 2572.942 NA NA NA NA
Sep Oct Nov Dec
2000 1898.492 1907.654 1904.046 1896.579
2001 1832.350 1835.917 1842.704 1852.542
2002 1955.629 1947.379 1937.617 1924.292
2003 1851.175 1847.204 1849.704 1856.937
2004 1839.412 1842.937 1839.992 1839.992
2005 1789.967 1784.829 1783.154 1784.008
2006 1869.442 1874.921 1881.667 1883.212
2007 1947.775 1954.575 1955.871 1958.633
2008 1920.663 1912.742 1906.283 1900.083
2009 1927.067 1923.846 1926.504 1936.296
2010 2015.067 2024.267 2031.904 2034.317
2011 2028.496 2029.554 2043.492 2060.887
2012 2160.362 2177.350 2172.896 2162.612
2013 2222.742 2224.033 2226.196 2228.704
2014 2225.417 2228.733 2232.654 2241.087
2015 2235.833 2229.204 2236.854 2245.542
2016 2253.233 2253.904 2244.546 2237.750
2017 2338.871 2367.317 2391.158 2403.917
2018 2540.596 2539.017 2535.887 2541.162
2019 NA NA
$random
Jan Feb Mar Apr May
2000 NA NA NA NA NA
2001 13.8664108 -44.1243787 66.5157529 75.4295687 -26.5961866
2002 -143.7252558 -84.3410453 102.3074196 175.5337354 74.8246467
2003 25.2664108 147.5172880 27.9449196 34.6379020 -6.1170200
2004 48.3122442 200.5297880 -33.8300804 60.5670687 64.4996467
2005 -50.8252558 -65.6410453 69.7740863 49.2337354 34.7996467
2006 -388.8085892 -101.8702120 51.1282529 47.5754020 57.1413134
2007 -170.0710892 232.6297880 -41.9300804 87.2004020 11.5204800
2008 4.8997442 94.3547880 58.4449196 61.7087354 -10.0420200
2009 68.5122442 -15.6118787 -9.3925804 7.6712354 -49.5295200
2010 95.0455775 66.5214547 -105.1092471 -106.2495980 -11.3795200
2011 84.8664108 -41.3660453 -89.5509137 -46.6245980 -32.4670200
2012 -87.3502558 -41.9952120 -251.0800804 13.8754020 99.9038134
2013 -39.0002558 -28.0285453 105.9449196 7.9462354 -34.3211866
2014 210.7830775 62.7339547 52.4407529 -94.9412646 -72.5336866
2015 93.2997442 203.9381213 36.2282529 -101.6120980 -72.4836866
2016 70.6080775 -67.0327120 -196.4509137 -15.8037646 50.0371467
2017 -84.3502558 -338.1410453 25.8407529 -116.1912646 8.6121467
2018 150.0914108 -183.1368787 60.0699196 46.3629020 -96.4920200
2019 87.3664108 -8.1493787 59.4907529 -197.5329313 NA
Jun Jul Aug Sep Oct
2000 NA -156.9478436 -57.3118787 -38.7456506 -44.8662646
2001 -62.3133163 -44.6353436 15.3422880 46.4960161 108.1712354
2002 49.2533504 23.2188231 -40.9077120 -28.6831506 -6.4912646
2003 -126.7841496 -52.2395102 -22.3702120 -37.8289839 0.9837354
2004 -14.5174829 -74.6228436 -87.4160453 27.5335161 9.2504020
2005 65.4950171 71.1896564 78.5131213 17.2793494 -61.6412646
2006 100.1408504 140.1104898 80.7631213 -22.5956506 64.2670687
2007 7.3908504 -73.5770102 132.6964547 27.4710161 -31.7870980
2008 30.4700171 -28.3561769 -68.5660453 -75.0164839 18.0462354
2009 -11.5424829 -51.9061769 -4.7410453 32.6793494 37.6420687
2010 17.5158504 17.8896564 47.0881213 7.1793494 -64.3787646
2011 -23.6674829 58.8396564 41.8339547 11.8501827 9.9337354
2012 104.5908504 139.0813231 48.3922880 31.5835161 18.7379020
2013 -53.3383163 -64.2478436 -105.7618787 -70.9956506 -62.2454313
2014 -114.7924829 -128.7978436 -102.4618787 -31.3706506 -20.9454313
2015 -8.2091496 0.9688231 -23.4993787 50.2126827 53.0837354
2016 91.2533504 109.5771564 129.9506213 79.3126827 -33.7162646
2017 23.8241837 65.0146564 -37.3493787 -33.2248173 -40.3287646
2018 -85.3924829 38.2271564 -35.4077120 -4.3498173 35.0712354
2019 NA NA NA NA NA
Nov Dec
2000 38.1655336 199.7282529
2001 -107.9927997 -223.5342471
2002 9.6947003 -36.5842471
2003 -62.3927997 -84.4300804
2004 -23.4802997 -3.4842471
2005 -86.0427997 51.1990863
2006 -82.5552997 -251.6050804
2007 -87.6594664 -50.6259137
2008 -3.6719664 8.4240863
2009 -116.5927997 64.4115863
2010 -24.8927997 188.5907529
2011 22.1197003 -10.1800804
2012 28.6155336 -149.9050804
2013 124.4155336 200.9032529
2014 158.5572003 -53.0800804
2015 45.9572003 -148.5342471
2016 -51.4344664 137.3574196
2017 0.2530336 189.3907529
2018 207.7238670 -39.2550804
2019
$figure
[1] 766.39609 453.19521 278.18841 -174.30874 -351.82465 -365.99085
[7] -202.60632 -180.79645 -384.74602 -294.98790 -33.71137 491.19258
$type
[1] "additive"
attr(,"class")
[1] "decomposed.ts"
adf.test(USgas) #check for stationarity; if pvalue is <.05 then we can reject the null hypothesis and conclude that the times series is stationary
Warning in adf.test(USgas): p-value smaller than printed p-value
Augmented Dickey-Fuller Test
data: USgas
Dickey-Fuller = -10.824, Lag order = 6, p-value = 0.01
alternative hypothesis: stationary
#Additional Maps
ts_heatmap(USgas)
ts_lags(USgas, margin = .01)
ts_seasonal(USgas, type = "box")
