Option Name
|
Description
|
---|---|
Series Plots
|
|
You can include these
series plots in your results:
|
|
Statistics
|
|
You can include these
statistics in your results:
|
|
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:
|
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:
|
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:
|
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:
|
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.
|