Returns the autocorrelations of the time series y.
A double array of length maximumLag + 1 containing the autocorrelations of the time series y.
The 0-th element of this array is 1. The k-th element of this array contains the autocorrelation of lag k where k = 1, ..., maximumLag.
| Exception Type | Condition |
|---|---|
| NonPosVarianceException | is thrown if the problem is ill-conditioned. |
CrossCorrelation Class | Imsl.Stat Namespace