StatBean Name: Autocorrelations

Purpose: Calculates sample autocorrelations and partial autocorrelations for a time series.

DataSource: any.

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

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.

Code Sample
- see AutocorrelationsPlot.