IMSL C# Numerical Library

ARMA.GetAutoCovariance Method 

Returns the autocovariances of the time series z.

public double[] GetAutoCovariance();

Return Value

A double array containing the autocovariances of lag k, where k = 1, ..., p + q + 1.

Remarks

Note that the Compute method must be invoked before this method. Otherwise, the method throws a NullReferenceException exception.

See Also

ARMA Class | Imsl.Stat Namespace