Returns the cross-correlations between the time series x and y.
A double array of length 2 * maximumLag + 1 containing the cross-correlations between the time series x and y.
The cross-correlation between x and y at lag k, where k = -maximumLag,..., 0, 1,...,maximumLag, corresponds to output array indices 0, 1,..., (2*maximumLag).
| Exception Type | Condition |
|---|---|
| NonPosVarianceXYException | is thrown if the problem is ill-conditioned. The variance is too small to work with. |
CrossCorrelation Class | Imsl.Stat Namespace