AutoCorrelation Constructor |
Constructor to compute the sample autocorrelation function of a
stationary time series.
Namespace: Imsl.StatAssembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0
Syntax public AutoCorrelation(
double[] x,
int maximumLag
)
Public Sub New (
x As Double(),
maximumLag As Integer
)
public:
AutoCorrelation(
array<double>^ x,
int maximumLag
)
new :
x : float[] *
maximumLag : int -> AutoCorrelation
Parameters
- x
- Type: SystemDouble
A one-dimensional double array containing the stationary time
series.
- maximumLag
- Type: SystemInt32
An int containing the maximum lag of autocovariance,
autocorrelations, and standard errors of autocorrelations to be
computed.
Remarks maximumLag must be greater than or equal to 1 and less than
the number of observations in x.
See Also