Calculation STATBEANS®
STATBEAN Name: ANOVA
Purpose: Partial and sample autocorrelation calculation for a time series.
DataSource For Time Series Autocorrelation: any.
Autocorrelation Calculation Read/Write Properties
| Name |
Type |
Description |
Possible Values |
Default Value |
| maximumLag |
int |
Maximum lag at which estimate in desired. |
1+ |
12 |
| replaceMissingValues |
boolean |
Replace any missing values within time time series. |
true,false |
true |
| seasonalLength |
int |
The number of time periods comprising a season. |
1+ |
1 |
| timeSeriesVariableName |
String |
The name of the column with data values to be plotted. |
Any string. |
"" |
Other Public Methods For Time Series Autocorrelation
| Name |
Description |
Arguments |
Return Value |
| double getAcfStandardError(int lag) |
Returns the standard error of the estimated autocorrelation. |
Lag (1-maximumLag). |
Standard error. |
| double getAutocorrelation(int lag) |
Returns the estimated autocorrelation. |
Lag (1-maximumLag). |
Estimated coefficient. |
| int getNumberOfMissingValuesReplaced() |
Returns the number of missing values replaced with estimates. |
None. |
Number replaced. |
| double getPacfStandardError(int lag) |
Returns the standard error of the estimated partial autocorrelation. |
Lag (1-maximumLag). |
Standard error. |
| double getPartialAutocorrelation(int lag) |
Returns the estimated partial autocorrelation. |
Lag (1-maximumLag). |
Estimated coefficient. |
| int getSampleSize() |
Returns the number of data values used to obtain estimates. |
None. |
Sample size. |
Output Variables
| Name |
Description |
| ACF |
Estimated autocorrelations. |
| PACF |
Estimated partial autocorrelations. |
Autocorrelation Calculation Code Sample
- see AutocorrelationsPlot from the model. For example, to remove interaction AC, execute excludeFactor(1,3,true). Note that when retrieving effect sums of squares, degrees of freedom, F ratios, or P values, positions for the excluded factors remain in the output arrays but should be ignored.
