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TSA AR Modeling Order VI

Owning Palette: Modeling and Prediction VIs

Installed With: Advanced Signal Processing Toolkit

Estimates the optimal order for the autoregressive (AR) model of an input univariate time series. Wire data to the Xt input to determine the polymorphic instance to use or manually select the instance.

Example

Use the pull-down menu to select an instance of this VI.

TSA AR Modeling Order (waveform)

Xt for validation specifies a univariate time series to use in validating the estimated order. This parameter is not valid when you select Partial Correlation Function in method.
Xt specifies the input univariate time series.
method specifies the method to use in estimating the optimal order. Refer to the Time Series Analysis Tools User Manual for information about the listed methods.
0Final Prediction Error (default)
1Akaike Information
2Bayesian Information
3Minimal Description Length
4Phi Criterion
5Partial Correlation Function
order range specifies the range in which this VI searches for the optimal order of the autoregressive model.
low specifies the lower limit of order range. The value must be greater than 0 and less than the value of high. The default is 1.
high specifies the upper limit of order range. The value must be greater than the value of low. The default is 50.
error in describes error conditions that occur before this VI or function runs. The default is no error. If an error occurred before this VI or function runs, the VI or function passes the error in value to error out. This VI or function runs normally only if no error occurred before this VI or function runs. If an error occurs while this VI or function runs, it runs normally and sets its own error status in error out. Use the Simple Error Handler or General Error Handler VIs to display the description of the error code. Use error in and error out to check errors and to specify execution order by wiring error out from one node to error in of the next node.
status is TRUE (X) if an error occurred before this VI or function ran or FALSE (checkmark) to indicate a warning or that no error occurred before this VI or function ran. The default is FALSE.
code is the error or warning code. The default is 0. If status is TRUE, code is a nonzero error code. If status is FALSE, code is 0 or a warning code.
source specifies the origin of the error or warning and is, in most cases, the name of the VI or function that produced the error or warning. The default is an empty string.
threshold level specifies the percentage of the largest value in partial correlation coefficients this VI uses as zero-value threshold. The default is 10. This option is available only when method is Partial Correlation Function.
optimal AR order returns the optimal order for the autoregressive model.
criterion function returns the plot of the criterion function values within specified order range.
error out contains error information. If error in indicates that an error occurred before this VI or function ran, error out contains the same error information. Otherwise, it describes the error status that this VI or function produces. Right-click the error out front panel indicator and select Explain Error from the shortcut menu for more information about the error.
status is TRUE (X) if an error occurred or FALSE (checkmark) to indicate a warning or that no error occurred.
code is the error or warning code. If status is TRUE, code is a nonzero error code. If status is FALSE, code is 0 or a warning code.
source describes the origin of the error or warning and is, in most cases, the name of the VI or function that produced the error or warning.

TSA AR Modeling Order (array)

Xt for validation specifies a univariate time series to use in validating the estimated order.
Xt specifies the input univariate time series.
method specifies the method to use in estimating the optimal order. Refer to the Time Series Analysis Tools User Manual for information about the listed methods.
0Final Prediction Error (default)
1Akaike Information
2Bayesian Information
3Minimal Description Length
4Phi Criterion
5Partial Correlation Function
order range specifies the range in which this VI searches for the optimal order of the autoregressive model.
low specifies the lower limit of order range. The value must be greater than 0 and less than the value of high. The default is 1.
high specifies the upper limit of order range. The value must be greater than the value of low. The default is 50.
error in describes error conditions that occur before this VI or function runs. The default is no error. If an error occurred before this VI or function runs, the VI or function passes the error in value to error out. This VI or function runs normally only if no error occurred before this VI or function runs. If an error occurs while this VI or function runs, it runs normally and sets its own error status in error out. Use the Simple Error Handler or General Error Handler VIs to display the description of the error code. Use error in and error out to check errors and to specify execution order by wiring error out from one node to error in of the next node.
status is TRUE (X) if an error occurred before this VI or function ran or FALSE (checkmark) to indicate a warning or that no error occurred before this VI or function ran. The default is FALSE.
code is the error or warning code. The default is 0. If status is TRUE, code is a nonzero error code. If status is FALSE, code is 0 or a warning code.
source specifies the origin of the error or warning and is, in most cases, the name of the VI or function that produced the error or warning. The default is an empty string.
threshold level specifies the percentage of the largest value in partial correlation coefficients this VI uses as zero-value threshold. The default is 10. This option is available only when method is Partial Correlation Function.
optimal AR order returns the optimal order for the autoregressive model.
criterion function returns the plot of the criterion function values within specified order range.
error out contains error information. If error in indicates that an error occurred before this VI or function ran, error out contains the same error information. Otherwise, it describes the error status that this VI or function produces. Right-click the error out front panel indicator and select Explain Error from the shortcut menu for more information about the error.
status is TRUE (X) if an error occurred or FALSE (checkmark) to indicate a warning or that no error occurred.
code is the error or warning code. If status is TRUE, code is a nonzero error code. If status is FALSE, code is 0 or a warning code.
source describes the origin of the error or warning and is, in most cases, the name of the VI or function that produced the error or warning.

Example

Refer to the AR Order Estimation VI in the labview\examples\Time Series Analysis\TSAGettingStarted.llb for an example of using the TSA AR Modeling Order VI.


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