Returns the autocovariances of the time series x.
A double array of length maximumLag + 1 containing the variances and autocovariances of the time series x.
The 0-th element of the array contains the variance of the time series x. The k-th elements contains the autocovariance of lag k where k = 1, ..., maximumLag.
| Exception Type | Condition |
|---|---|
| NonPosVarianceException | is thrown if the problem is ill-conditioned. |
CrossCorrelation Class | Imsl.Stat Namespace