Estimates the randomness of a univariate time series and plots the correlogram. Wire data to the Xt input to determine the polymorphic instance to use or manually select the instance.


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TSA Whiteness Test Details

This VI estimates the randomness of a univariate time series by testing the c distribution, which is implemented by calculating the statistical value e for a time series Xt with a mean of zero, as defined by the following equation:

where Rx(k) is the auto-correlation value of Xt, and N is the number of the input time series.

Given the confidence level a, if e<c²a/2(N-1), this statistical value passes the test of c²(N-1). You can consider this univariate time series as being a random sequence.

Examples

Refer to the Series Statistical Analysis VI in the labview\examples\Time Series Analysis\TSAGettingStarted directory for an example of using the TSA Whiteness Test VI.