Setting the Analyses Options

Option Name
Description
Series Plots
You can include these series plots in your results:
  • time series plot
  • series histogram
  • seasonal cycles
Statistics
You can include these statistics in your results:
  • the descriptive statistics for the accumulated time series
  • a table of the seasonal statistics
  • the seasonal decomposition and adjustment table
  • the trend statistics table
Autocorrelation Analysis
Perform autocorrelation analysis
specifies to include an autocorrelation analysis in the results.
Select plots to display
specifies the plots to display in the results. By default, the results show the autocorrelation analysis panel. However, you can select whether to include these plots in the results as well:
  • autocorrelation function
  • normalized autocorrelation function
  • partial autocorrelation function
  • normalized partial autocorrelation function
  • inverse autocorrelation function
  • normalized inverse autocorrelation function
  • white noise probability test
  • white noise probability test (log scale)
Number of lags
specifies the lag values. By default, the number of lags is 0.
Cross-Correlation Analysis
Note: To perform a cross-correlation analysis, you must assign a variable to the Independent variables role.
Perform cross-correlation analysis
specifies to include a cross-correlation analysis in the results.
Plots
specifies the plots to include in the results. A cross-series plot is included by default. You can also include a cross-correlation function plot and a normalized cross-correlation function plot.
Decomposition Analysis
Note: To perform a decomposition analysis, the seasonal cycle length must be greater than 1.
Perform decomposition analysis
specifies to include a decomposition analysis in the results.
Select plots to display
specifies the plots to include in the results. By default, the decomposition panel is included. You can choose to include these plots as well:
  • a plot of the components
  • a plot of the seasonally adjusted series
  • a plot of the seasonally adjusted series (percent change)
Decomposition method
specifies the decomposition method to use when creating the selected decomposition analysis plots.
Spectral Density Analysis
Spectral density estimate plot
specifies whether to include a spectral density plot in the results.
Minimum period
specifies the minimum period to include in the spectral density plot. This value must be an integer greater than or equal to 0 and less than or equal to 32,767.
Details
Adjust the series by its mean prior to the analysis
specifies whether the series should be adjusted by its mean before performing the Fourier decomposition.
Analysis domain
specifies how the smoothing function is interpreted. You can choose from these options:
  • Frequency smooths the periodogram ordinates. This is the default.
  • Time applies the kernel as a filter to the time series autocovariance function.
Kernel Specifications
Kernel function
specifies the kernel function to use in the analysis. By default, no kernel function is specified. You can choose from these options:
  • Parzen kernel
  • Bartlett kernel
  • Tukey-Hanning kernel
  • Truncated kernel
  • Quadratic spectral kernel
Scale coefficient
specifies the scale coefficient for the kernel function.
Exponent
specifies the exponent for the kernel function.
Unit Root Test Analysis
Perform augmented Dickey-Fuller test
specifies whether to perform an augmented Dickey-Fuller test.
Augmenting order
specifies the augmenting order for the Dickey-Fuller test. This value must be an integer greater than or equal to 0 and less than or equal to 1,000.