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stats/
a_correlate_fix.pro
topa_correlate_fix
Stats
result = a_correlate_fix(x, y [, XFIX=XFIX] [, YFIX=YFIX] [, PLOT=PLOT] [, YFIT=YFIT] [, DSTAT=DSTAT] [, YNEW=YNEW] [, R=R] [, XTITLE=XTITLE] [, YTITLE=YTITLE] [, EQUATION=EQUATION] [, SILENT=SILENT] [, YRANGE=YRANGE] [, YSTYLE=YSTYLE] [, CONFBAND=CONFBAND])
Perform the Cochrane-Orcutt Procedure to correct a time series data set for autocorrelated errors Applied Liner Statistical Models Neter Kutnre et al pp 509 use 1.65 at the upper limit to show no auto-correlation 0.01 confidence, 5 vars, and lots of data points y = b0 + b1[0]*x0 + b1[1]*x1 + etc
One had better know what they are doing to use this (I havent for a while and will have to review) Also the procedure is iterative and that is not implemented
Return value
the fixed data
Parameters
- x in required
the 'x' values
- y in required
the 'y' values
Keywords
- XFIX in optional
named variable to contain the corrected X values
- YFIX in optional
names variable to contain the corrected Y values
- PLOT in optional
create a diagnostic plot
- YFIT in optional
named variable to contain the yfit from correlate
- DSTAT in optional
named variable to contain the D test statistic
- YNEW in optional
named variable to contain the new y values
- R in optional
named variable to contain the the guesstimated for the strength of the history
- XTITLE in optional
xtitle for the diagnostic plot
- YTITLE in optional
ytitle for the diagnostic plot
- EQUATION in optional
Set to display the equation on the diagnostic plot
- SILENT in optional
be more silent
- YRANGE in optional
yrange of the diagnostic plot
- YSTYLE in optional
ystyle of the diagnostic plot
- CONFBAND in optional
use the confidence_band() procedure for the diagnostic plot
Author information
- History:
Tue Jan 22 14:32:14 2008, Brian Larsen documented, written previously
Statistics
| Lines: | 114 |
| McCabe complexity: |
File attributes
| Modifcation date: | Mon Sep 22 12:41:33 2008 |
| Lines: | 179 |