Publication date: 10/01/2019

Difference Report

The Difference Report contains graphs of the autocorrelations and partial autocorrelations of the differenced series. These graphs can be used to determine whether the differenced series is stationary.

The ARIMA and Seasonal ARIMA models that are available in the Time Series platform accommodate a differencing operation. In a two step process, these models first difference the time series according to the differencing operation, and then fit the differenced series. The Difference option is a useful preprocessing tool for determining the order of differencing to specify for the ARIMA model.

The Difference red triangle menu contains the following options:

Graph

Shows a submenu of options to control the appearance of the differenced series plot. See Time Series Platform Options.

Autocorrelation

Shows or hides the autocorrelation of the differenced series.

Partial Autocorrelation

Shows or hides the partial autocorrelations of the differenced series.

Variogram

Shows or hides the variogram of the differenced series.

Save

Saves a new column that contains the values in the differenced series to the original data table. Some of the leading elements are lost in the differencing process. They are represented as missing values in the saved Difference column.

Want more information? Have questions? Get answers in the JMP User Community.