CrossCorrelationGetStandardErrors Method |
Returns the standard errors of 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[] GetStandardErrors(
CrossCorrelationStdErr stderrMethod
)
Public Function GetStandardErrors (
stderrMethod As CrossCorrelationStdErr
) As Double()
public:
array<double>^ GetStandardErrors(
CrossCorrelationStdErr stderrMethod
)
member GetStandardErrors :
stderrMethod : CrossCorrelationStdErr -> float[]
Parameters
- stderrMethod
- Type: Imsl.StatCrossCorrelationStdErr
An int specifying the method to compute the standard errors of
cross-correlations between the time series x and y.
Return Value
Type:
Double
A
double array of length 2 *
maximumLag + 1 containing
the standard errors of the cross-correlations between the time series
x and
y.
Exceptions Remarks
The standard error of cross-correlations between x and
y at lag k, where k = -maximumLag,..., 0,
1,..., maximumLag, corresponds to output array indices 0,
1,..., (2*maximumLag).
Method of computation for standard errors of the cross-correlation
is determined by the stderrMethod parameter. If
stderrMethod is set to Bartletts, Bartlett's formula
is used to compute the standard errors of cross-correlations. If
stderrMethod is set to BartlettsNoCC, Bartlett's
formula is used to compute the standard errors of
cross-correlations, with the assumption of no cross-correlation.
See Also