The AutoCorrelation type exposes the following members.
Constructors
| Name | Description | |
|---|---|---|
 | AutoCorrelation |
Constructor to compute the sample autocorrelation function of a
stationary time series.
|
Methods
| Name | Description | |
|---|---|---|
| Equals | (Inherited from Object.) |
 | Finalize |
Allows an Object to attempt to free resources and perform other cleanup operations before the Object is reclaimed by garbage collection.
(Inherited from Object.) |
| GetAutoCorrelations |
Returns the autocorrelations of the time series x.
|
| GetAutoCovariances |
Returns the variance and autocovariances of the time series x.
|
| GetHashCode |
Serves as a hash function for a particular type.
(Inherited from Object.) |
| GetPartialAutoCorrelations |
Returns the sample partial autocorrelation function of the stationary
time series x.
|
| GetStandardErrors |
Returns the standard errors of the autocorrelations of the
time series x.
|
| GetType |
Gets the Type of the current instance.
(Inherited from Object.) |
| MemberwiseClone |
Creates a shallow copy of the current Object.
(Inherited from Object.) |
| ToString | (Inherited from Object.) |
Properties
| Name | Description | |
|---|---|---|
 | Mean |
The mean of the time series x.
|
| NumberOfProcessors |
Perform the parallel calculations with the maximum possible number of
processors set to NumberOfProcessors.
|
| Variance |
Returns the variance of the time series x.
|
