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