Public Instance Constructors
CrossCorrelation Constructor
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Constructor to compute the sample cross-correlation function of two stationary time series. |
Public Instance Properties
 MeanX | Estimate of the mean of time series x. |
| MeanY | Estimate of the mean of time series y. |
| VarianceX | Returns the variance of time series x. |
| VarianceY | Returns the variance of time series y. |
Public Instance Methods
| Equals (inherited from Object) | Determines whether the specified Object is equal to the current Object. |
| GetAutoCorrelationX | Returns the autocorrelations of the time series x. |
| GetAutoCorrelationY | Returns the autocorrelations of the time series y. |
| GetAutoCovarianceX | Returns the autocovariances of the time series x. |
| GetAutoCovarianceY | Returns the autocovariances of the time series y. |
| GetCrossCorrelations | Returns the cross-correlations between the time series x and y. |
| GetCrossCovariances | Returns the cross-covariances between the time series x and y. |
| GetHashCode (inherited from Object) | Serves as a hash function for a particular type, suitable for use in hashing algorithms and data structures like a hash table. |
| GetStandardErrors | Returns the standard errors of the cross-correlations between the time series x and y. |
| GetType (inherited from Object) | Gets the Type of the current instance. |
| ToString (inherited from Object) | Returns a String that represents the current Object. |
Protected Instance Methods
 Finalize (inherited from Object) | Allows an Object to attempt to free resources and perform other cleanup operations before the Object is reclaimed by garbage collection. |
| MemberwiseClone (inherited from Object) | Creates a shallow copy of the current Object. |
See Also
CrossCorrelation Class | Imsl.Stat Namespace | Example