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ARMAGetAutoCovariance Method
Returns the autocovariances of the time series z.

Namespace: Imsl.Stat
Assembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0
Syntax
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public double[] GetAutoCovariance()

Return Value

Type: Double
A double array containing the autocovariances of lag k, where k = 1, ..., p + q + 1.
Remarks

Note that the Compute method must be invoked before this method. Otherwise, the method throws a NullReferenceException exception.

See Also