AutoCorrelationGetAutoCorrelations Method |
Returns the autocorrelations of the time series x.
Namespace: Imsl.StatAssembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0
Syntax public double[] GetAutoCorrelations()
Public Function GetAutoCorrelations As Double()
public:
array<double>^ GetAutoCorrelations()
member GetAutoCorrelations : unit -> float[]
Return Value
Type:
Double
A
double array of length
maximumLag +1
containing the autocorrelations of the time series
x.
Remarks
The
0-th element of this array is 1. The
k-th element
of this array contains the autocorrelation of lag
where
k = 1, ...,
maximumLag.
See Also