Tutorial for Prewhitening Tool

Contents

Summary

This Prewhitening tool is supported in the Time Series Analysis App. It is used to fit an ARIMA model on x and use it to filter residuals on x and y.

Tutorial

This tutorial uses App’s built-in sample project. To open this sample OPJU file:

  1. Right click the Time Series Analysis App icon Time Series Analysis icon.png in the Apps Gallery and choose Show Samples Folder.
  2. A folder will open. Drag-and-drop the project file TSA Sample.opju into Origin.

Prewhitening Tool

  1. Expand Project Explorer docked on the left. Select folder ARIMA . The Book6 contains the sample dataset.
    Prewhitening 01.png
  2. Highlight Column A and B, and then click the Time Series Analysis App icon Time Series Analysis icon.png in the Apps Gallery.
  3. In the dialog, select ARIMA tab and Prewhitening tool.
    Prewhitening 02.png
  4. Select Exact Likelihood under Estimation Criterion for Likelihood drop-down list. Then click OK button.
    Prewhitening 03.png
  5. Then you will get the report with Prewhiten Plot
    Prewhitening 04.png