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