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.


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Inputs/Outputs

  • cmsdt.png Xt for validation —

    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.

  • cmsdt.png Xt —

    Xt specifies the univariate time series.

  • ci32.png method —

    method specifies the method to use in estimating the optimal order.

  • cnclst.png order range —

    order range specifies the range in which this VI searches for the optimal order of the autoregressive model.

  • ci32.png low —

    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.

  • ci32.png high —

    high specifies the upper limit of order range. The value must be greater than the value of low. The default is 50.

  • cerrcodeclst.png error in (no error) —

    error in describes error conditions that occur before this node runs. This input provides standard error in functionality.

  • cdbl.png threshold level (%) —

    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.

  • ii32.png optimal AR order —

    optimal AR order returns the optimal order for the autoregressive model.

  • i1dcclst.png criterion function —

    criterion function returns the plot of the criterion function values within specified order range.

  • ierrcodeclst.png error out —

    error out contains error information. This output provides standard error out functionality.

    • Examples

    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.