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Apr 7, 2010 12:35 AM
(1289 views)

Hi All,

I was thinking if anyone has tried to do sequential analysis in JMP. e.g.we can easily find out the correlation between two variables using Multi-variate analysis.

How do we find out the correlation between two variables which have a lag impact on each other meaning, if event A happens, it leads to event B in a x time frame.

More importantly what is the lag?

Can it be done in JMP or SAS?

I would love to know everyone's thoughts.

Message was edited by: Shaily

Message was edited by: Shaily

I was thinking if anyone has tried to do sequential analysis in JMP. e.g.we can easily find out the correlation between two variables using Multi-variate analysis.

How do we find out the correlation between two variables which have a lag impact on each other meaning, if event A happens, it leads to event B in a x time frame.

More importantly what is the lag?

Can it be done in JMP or SAS?

I would love to know everyone's thoughts.

Message was edited by: Shaily

Message was edited by: Shaily

5 REPLIES

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Check out Time Series. It looks for lagging data

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Time series looks at lag but it doesn't show any correlation. I want to understand the following questions:

1. What is the lag between two the events when the relationship is the strongest?

2. Also, can the lag be used to predict the value of the Event B in the future.

Any more thoughts?

Shaily

1. What is the lag between two the events when the relationship is the strongest?

2. Also, can the lag be used to predict the value of the Event B in the future.

Any more thoughts?

Shaily

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Have you tried adding columns to your data table and then create formulas using the formula editor and then use the row>lag function and for each column have a lag 1 then lag 2.....lag n and then run the multivariate to see the correlation to the various lags?

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At least in version 8.x this should not be necessary. JMP will do this for you in the time series platform. Enter one column as Y, another in the Input List, and use Cross Correlation.

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Is there a way to find out the best lag, be postive or negative, between two events for an optimal result.

Shaily

Shaily