- SERIES_SPEC
- Specify the SERIES_SPEC of the input time series.
- FUNC_PARAMS
-
Name Data Type Description MAXLAGS Integer [Optional] The maximum number of lags to calculate the autocorrelation or autocovariance, a positive INTEGER less than or equal to n-1, where n is the number of observations in the time series. The default is 10*log10(n) If maxlags exceeds n-1, the function ignores maxlags and uses the system-defined value.
For the function to resolve, the NumberOfEntriesPerSeries X MaxLags must be less than 7,864,200,000. For a series having more than 88,600 entries, the MAXLAGS value must be a number smaller than 88,600 for the function to complete.FUNC_TYPE Integer [Optional] The calculation type. Use 0 for autocorrelation, or 1 for autocovariance. The default is 0. UNBIASED Integer [Optional] The formula for the denominator to calculate the autocovariance. Use 0 for Jenkins-Watts formula, or 1 for Box-Jenkins formula. The default is 0. DEMEAN Integer [Optional] Indicator to subtract the mean x from each element of x in the formula before for calculating the autocorrelation or autocovariance. Use 0 for no, or 1 for yes. The default is 1. Using DEMEAN(0) can cause PVALUE to be 0 for all auto-correlation or auto-covariance coefficients in the output.
QSTAT Integer [Optional] Indicator to provide the Ljung-Box q statistic and its associated p value for each autocorrelation coefficient. Use 0 for no, or 1 for yes. The default is 0. ALPHA FLOAT [Optional] The level to return confidence interval. Use a positive REAL to return the interval. The function computes the standard deviation for confidence intervals with Bartlett's formula. Default behavior when ALPHA omitted or not a positive REAL: The function does not return confidence intervals.
- INPUT_FMT
- No INPUT_FMT options are available for this function.
- OUTPUT_FMT
- No OUTPUT_FMT options are available for this function.