| Package | Description |
|---|---|
| com.imsl.stat |
Statistical methods.
|
| Modifier and Type | Method and Description |
|---|---|
double[] |
CrossCorrelation.getAutoCorrelationX()
Returns the autocorrelations of the time series
x. |
double[] |
CrossCorrelation.getAutoCorrelationY()
Returns the autocorrelations of the time series
y. |
double[] |
CrossCorrelation.getAutoCovarianceX()
Returns the autocovariances of the time series
x. |
double[] |
CrossCorrelation.getAutoCovarianceY()
Returns the autocovariances of the time series
y. |
double[] |
CrossCorrelation.getCrossCorrelation()
Returns the cross-correlations between the time series
x
and y. |
double[] |
CrossCorrelation.getStandardErrors(int stderrMethod)
Returns the standard errors of the cross-correlations between the
time series
x and y. |
double |
CrossCorrelation.getVarianceX()
Returns the variance of time series
x. |
double |
CrossCorrelation.getVarianceY()
Returns the variance of time series
y. |
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