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.