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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Inputs/Outputs

  • cmsdt.png Xt —

    Xt specifies the univariate time series.

  • cdbl.png confidence level (%) —

    confidence level specifies the level of confidence as a percentage this VI uses to estimate the randomness of the time series.

  • cerrcodeclst.png error in (no error) —

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

  • ibool.png white noise? —

    white noise? returns TRUE if the univariate time series is random.

  • i1dcclst.png correlogram —

    correlogram returns the correlogram data including the autocorrelation of the input time series and the corresponding confidence range.

  • ierrcodeclst.png error out —

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

    • 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.