AutoCorrelationGetStandardErrors Method |
Returns the standard errors of the autocorrelations of the
time series x.
Namespace: Imsl.StatAssembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0
Syntax public double[] GetStandardErrors(
AutoCorrelationStdErr stderrMethod
)
Public Function GetStandardErrors (
stderrMethod As AutoCorrelationStdErr
) As Double()
public:
array<double>^ GetStandardErrors(
AutoCorrelationStdErr stderrMethod
)
member GetStandardErrors :
stderrMethod : AutoCorrelationStdErr -> float[]
Parameters
- stderrMethod
- Type: Imsl.StatAutoCorrelationStdErr
An int specifying the method to compute the standard errors of
autocorrelations of the time series x.
Return Value
Type:
Double
A
double array of length
maximumLag containing the
standard errors of the autocorrelations of the time series
x.
Remarks
Method of computation for standard errors of the autocorrelation is
chosen by the
stderrMethod parameter.
If stderrMethod is set to Bartletts, Bartlett's formula
is used to compute the standard errors of autocorrelations.
If stderrMethod is set to Morans, Moran's formula is
used to compute the standard errors of autocorrelations.
See Also