TSA AR Modeling Order VI

LabVIEW 2014 Advanced Signal Processing Toolkit Help

Edition Date: June 2014

Part Number: 372656C-01

»View Product Info
Download Help (Windows Only)

Owning Palette: Modeling and Prediction VIs

Requires: Advanced Signal Processing Toolkit

Estimates the optimal order for the autoregressive (AR) model of a 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 univariate time series.
method specifies the method to use in estimating the optimal order.

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 node runs. This input provides standard error in functionality.
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. This output provides standard error out functionality.

TSA AR Modeling Order (Array)

Xt for validation specifies a univariate time series to use in validating the estimated order.
Xt specifies the univariate time series.
method specifies the method to use in estimating the optimal order.

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 node runs. This input provides standard error in functionality.
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. This output provides standard error out functionality.

Example

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

WAS THIS ARTICLE HELPFUL?

Not Helpful