Returns the autocovariances of the time series y
.
A double
array of length maximumLag
+ 1 containing the variances and autocovariances of the time series y
.
The 0-th element of the array contains the variance of the time series y
. 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