Returns the standard errors of the autocorrelations of the time series x
.
int
specifying the method to compute the standard errors of autocorrelations of the time series x
. A double
array of length maximumLag
containing the standard errors of the autocorrelations of the time series x
.
Method of computation for standard errors of the autocorrelation is chosen by the stderrMethod
parameter.
If stderrMethod
is set to Bartletts
, Bartlett's formula is used to compute the standard errors of autocorrelations.
If stderrMethod
is set to Morans
, Moran's formula is used to compute the standard errors of autocorrelations.
AutoCorrelation Class | Imsl.Stat Namespace