Thus the graphic is produced with the grid on top of the line. we will derive a new time series where each data point is the difference of two data points in the original time series that are 12 periods apart. Calculate difference between columns of R For more examples of such charts, see the documentation of line and scatter plots or bar charts. data is a vector or matrix containing the values used in the time series. In the matrix case, each column of the matrix data is assumed to contain a single (univariate) time series. R Time Series $\begingroup$ That code is running a rolling correlation between the inter-period changes of the two series, i.e. y t = T t + S t + C t + R t. This model assumes that all four components of the time series act independently of … If you have an increasing trend, the amplitude of seasonal activity increases. looking at correlations of relative values rather than absolute values. Time Series But if the time series appears to be seasonal, a better approach is to difference with respective season’s data points to remove seasonal effect.