Time Series Analysis Package
OUTCORR Object
The OUTCORR object collects output from a CORR object.
Table 2 summarizes the methods that are associated with the OUTCORR object.
Table 2: Methods of the OUTCORR Object
Figure 2 diagrams the methods of the OUTCORR object.
Figure 2: OUTCORR Data Flow
OUTCORR Methods
OUTCORR.Collect Method
rc=obj.Collect (CORRObj);
Collects the results from a CORR object and saves them to a table.
Arguments
You must specify the following input argument:
- CORRObj
is a character string that specifies the name of the CORR object to use as the source of the autocorrelation and autocovariance analysis results.
OUTCORR.nrows Attribute
nrows=obj.nrows ();
Gets the current row count from the OUTCORR object.
Arguments
There are no arguments associated with this method.
Output Table Schema
The collector object, OUTCORR, collects the results of a CORR object.
- OUTCORR
-
collects the results of a CORR object. The output table contains the columns that are shown in Table 3.
Table 3: OUTCORR Output Table Contents
Column Name Column Content Statistics Used to Calculate Content _NAME_ Name of target variable N/A LAG Array of time lags 
N Number of variance products 
, the number of observed products at lag h, ignoring missing valuesMU Mean value Mean value ACOV Array of covariance estimates, with 
entries 
, or 
when embedded missing values are presentACF Array of autocorrelation estimates, with entries 
ACFSTD Array of standard errors, with entries 
ACF2STD Array of twice standard errors, with entries 
ACFNORM Array of normalized autocorrelation, with entries 
ACFPROB Array of autocorrelation probabilities, with entries 
ACFLPROB Array of autocorrelation log probabilities, with entries 
PACF Array of partial autocorrelation estimates, with entries 
PACFSTD Array of partial autocorrelation standard errors, with entries 
PACF2STD Array of twice standard errors, with entries 
PACFNORM Array of normalized partial autocorrelation, with entries
PACFPROB Array of partial autocorrelation probabilities, with entries 
PACFLPROB Array of partial autocorrelation log probabilities, with entries 
IACF Array of inverse autocorrelation estimates, with entries 
IACFSTD Array of inverse autocorrelation standard errors, with entries 
IACF2STD Array of twice standard errors, with entries 
IACFNORM Array of normalized inverse autocorrelation, with entries 
IACFPROB Array of inverse autocorrelation probabilities, with entries 
IACFLPROB Array of inverse autocorrelation log probabilities, with entries
WN Array of Ljung-Box white noise tests, with entries 
WNPROB White noise probabilities 
WNLPROB White noise log probabilities 