Returns the cross-covariances between the time series x
and y
.
A double
array of length 2 * maximumLag
+ 1 containing the cross-covariances between the time series x
and y
.
The cross-covariance between x
and y
at lag k, where k = -maximumLag
,..., 0, 1,...,maximumLag
, corresponds to output array indices 0, 1,..., (2*maximumLag)
.
CrossCorrelation Class | Imsl.Stat Namespace