StatBean Name: AutocorrelationsPlot

Purpose: Plots the sample autocorrelation or partial autocorrelation function for a time series.

DataSource: any.

Read/Write Properties

Name	Type	Description	Possible Values	Default Value
confidenceLevel	double	Level of confidence for the probability limits as a percentage.	0.0001-99.9999	95.0
maximumLag	int	Maximum lag at which estimate in desired.	1+	12
partial	boolean	Whether to display partial autocorrelations.	true,false	false
probabilityLimitsColor	Color	The color of the probability limits.	Any valid Color.	Color.red
replaceMissingValues	boolean	Replace any missing values within time time series.	true,false	true
seasonalLength	int	The number of time periods comprising a season.	1+	1
showProbabilityLimits	boolean	Whether to display probability limits around zero.	true,false	true
timeSeriesVariableName	String	The name of the column with data values to be plotted.	Any string.	""

Other Public Methods

Name	Description	Arguments	Return Value
double getAcfStandardError(int lag)	Returns the standard error of the estimated autocorrelation.	Lag (1-maximumLag).	Standard error.
double getAutocorrelation(int lag)	Returns the estimated autocorrelation.	Lag (1-maximumLag).	Estimated coefficient.
int getNumberOfMissingValuesReplaced()	Returns the number of missing values replaced with estimates.	None.	Number replaced.
double getPacfStandardError(int lag)	Returns the standard error of the estimated partial autocorrelation.	Lag (1-maximumLag).	Standard error.
double getPartialAutocorrelation(int lag)	Returns the estimated partial autocorrelation.	Lag (1-maximumLag).	Estimated coefficient.

Code Sample

//create a datasource bean
FileDataSource fileDataSource1 = new STATBEANS.FileDataSource();

//set the file name to be read
fileDataSource1.setFileName("c:\\statbeans\\samples\\stocks.txt");

//create a plot bean
AutocorrelationsPlot plot1 = new STATBEANS.AutocorrelationsPlot();

//override the top title
plot1.setTopTitleLine1("Plot of Stock Price Data");

//override the axis titles
plot1.setXaxisTitle("day");

//set the variable names for plotting
plot1.setTimeSeriesVariableName("price");

//set number of lags desired
plot1.setMaximumLag(24);

//add the plot to the application frame
add(plot1);

//make the plot bean a listener for changes in the FileDataSource bean
fileDataSource1.addDataChangeListener(plot1.listenerForDataChange);

//instruct the fileDataSource bean to read the file
fileDataSource1.readData();