Publication date: 08/13/2020

Time Series Diagnostics

Graph

Shows a submenu of options to control the time series plot appearance.

Time Series Graph

Shows or hides the time series graph.

Show Points

Shows or hides the points in the time series graph.

Connecting Lines

Shows or hides the lines connecting the points in the time series graph.

Mean Line

Shows or hides a horizontal line in the time series graph that depicts the mean of the time series.

Autocorrelation

Shows or hides the Autocorrelation plot in the Time Series Basic Diagnostics Chart. The autocorrelation graph describes the correlation between all pairs of points in the time series for a given separation in time (lag). See Autocorrelation Chart.

Tip: The autocorrelation graph of the sample is often called the sample autocorrelation function.

Partial Autocorrelation

Shows or hides the Partial Autocorrelation plot in the Time Series Basic Diagnostics Chart. The partial autocorrelation graph describes the partial correlation between all the pairs of points in the time series for a given separation in time (lag). See Partial Autocorrelation Chart.

Tip: The Autocorrelation and Partial Autocorrelation graphs can help you determine whether the time series is stationary (meaning it has a fixed mean and standard deviation over time) and what model might be appropriate to fit the time series.

Variogram

Shows or hides the graph of the variogram in the Time Series Basic Diagnostics Chart. See Variogram Chart.

AR Coefficients

Shows or hides the graph of the least squares estimates of the autoregressive (AR) coefficients in the Time Series Basic Diagnostics Chart. See AR Coefficients Chart.

Spectral Density

Shows or hides graphs of the spectral density as a function of period and frequency. The spectral density option also displays the White Noise test report, which gives results from two tests on the data. See Spectral Density Report and Statistical Details for Spectral Density.

Want more information? Have questions? Get answers in the JMP User Community (community.jmp.com).
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