(Available only in the Transfer Function Analysis red triangle menu.) Shows the Transfer Function Model Specification window. Building a transfer function model is similar to building an ARIMA model; it is an iterative process of exploring, fitting, and comparing models. Before building a model and during the data exploration process, it is sometimes useful to prewhiten the data. See Prewhitening. For more information about transfer functions, see Statistical Details for Transfer Functions.
Note: Currently, the transfer function model platform has limited capability of supporting missing values.
Figure 15.7 Transfer Function Model Specification Window
Figure 15.8 ARIMA Model Group Specification Window
Once you specify the models and click Estimate, a Model Report for each specified model is added to the report window. See Reports.
Creates a new data table containing the spectral density and periodogram where the (i+1)th row corresponds to the frequency fi = i / N (that is, the ith harmonic of 1 / N). The new data table has the following columns:
See Local Data Filter, Redo Menus, and Save Script Menus in the Using JMP book for more information about the following options: