com.imsl.test.example.stat

Class AutoCorrelationEx1

java.lang.Object

com.imsl.test.example.stat.AutoCorrelationEx1

public class AutoCorrelationEx1
extends Object

Computes autocorrelations of the Wolfer sunspot data.

Consider the Wolfer Sunspot Data (Anderson 1971, p. 660) consisting of the number of sunspots observed each year from 1749 through 1924. The data set for this example consists of the number of sunspots observed from 1770 through 1869. This example computes the estimated autocovariances, estimated autocorrelations, and estimated standard errors of the autocorrelations using both Bartletts and Moran formulas.

See Also:

Code, Output

Constructor Summary

Constructors

Constructor and Description
AutoCorrelationEx1()

Method Summary

Modifier and Type	Method and Description
static void	main(String[] args)

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

AutoCorrelationEx1

public AutoCorrelationEx1()

Method Detail

main

public static void main(String[] args)
                 throws Exception

Throws:

Exception