Constructor to compute the sample autocorrelation function of a stationary time series.
double
array containing the stationary time series. int
containing the maximum lag of autocovariance, autocorrelations, and standard errors of autocorrelations to be computed.
maximumLag
must be greater than or equal to 1 and less than the number of observations in x
.
AutoCorrelation Class | Imsl.Stat Namespace