Public Instance Constructors
AutoCorrelation Constructor
|
Constructor to compute the sample autocorrelation function of a stationary time series. |
Public Instance Properties
Public Instance Methods
| Equals (inherited from Object) | Determines whether the specified Object is equal to the current Object. |
| GetAutoCorrelations | Returns the autocorrelations of the time series x. |
| GetAutoCovariances | Returns the variance and autocovariances of the time series x. |
| GetHashCode (inherited from Object) | Serves as a hash function for a particular type, suitable for use in hashing algorithms and data structures like a hash table. |
| GetPartialAutoCorrelations | Returns the sample partial autocorrelation function of the stationary time series x. |
| GetStandardErrors | Returns the standard errors of the autocorrelations of the time series x. |
| GetType (inherited from Object) | Gets the Type of the current instance. |
| ToString (inherited from Object) | Returns a String that represents the current Object. |
Protected Instance Methods
 Finalize (inherited from Object) | Allows an Object to attempt to free resources and perform other cleanup operations before the Object is reclaimed by garbage collection. |
| MemberwiseClone (inherited from Object) | Creates a shallow copy of the current Object. |
See Also
AutoCorrelation Class | Imsl.Stat Namespace | Example