IMSL C# Numerical Library

AutoCorrelation.GetStandardErrors Method 

Returns the standard errors of the autocorrelations of the time series x.

public double[] GetStandardErrors(
   StdErr stderrMethod
);

Parameters

stderrMethod
An int specifying the method to compute the standard errors of autocorrelations of the time series x.

Return Value

A double array of length maximumLag containing the standard errors of the autocorrelations of the time series x.

Remarks

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.

See Also

AutoCorrelation Class | Imsl.Stat Namespace