Time series (periodicity tests)
|
The 'periodicity test… ' procedure generates a summarized periodicity test for 50, 100, 200, or more stepped time intervals (NOTE: the interval selection buttons are only available if there are sufficient points within the block). For 200 or fewer steps, results are shown as a bar graph; for more steps a line plot is drawn. This is the setup screen for generating a periodicity test:
Output from a typical periodicity test looks like this:
This example shows a 750-step plot. Correlations with negative slopes are plotted below the zero line. Bar (or line) heights are a relative index of how value at time ( T ) predicts value at time ( T + time step). The tallest bar (red on color screens) is the interval with highest predictability. Click the 'Show Other Peaks Where...' button to display only those time correlations with r2 higher than a specified value. Click the 'Print' button for hard-copy output; click the 'Quit' button, another window, or the close box to return to the analysis page.
|