CrossCorrelationGetCrossCorrelations Method |
Returns the cross-correlations between the time series x and
y.
Namespace: Imsl.StatAssembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0
Syntax public double[] GetCrossCorrelations()
Public Function GetCrossCorrelations As Double()
public:
array<double>^ GetCrossCorrelations()
member GetCrossCorrelations : unit -> float[]
Return Value
Type:
Double
A
double array of length 2 *
maximumLag + 1 containing
the cross-correlations between the time series
x and
y.
Exceptions Exception | Condition |
---|
NonPosVarianceXYException |
is thrown if the problem is ill-conditioned.
The variance is too small to work with.
|
Remarks
The cross-correlation between x and y at lag k,
where k = -maximumLag,..., 0, 1,...,maximumLag,
corresponds to output array indices 0, 1,..., (2*maximumLag).
See Also