Returns the autocovariances of the time series z.
Namespace:
Imsl.Stat
Assembly:
ImslCS (in ImslCS.dll) Version: 6.5.0.0
Syntax
| C# |
|---|
public double[] GetAutoCovariance() |
| Visual Basic (Declaration) |
|---|
Public Function GetAutoCovariance As Double() |
| Visual C++ |
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public: array<double>^ GetAutoCovariance() |
Return Value
A double array containing the autocovariances of lag k, where k = 1, ..., p + q + 1.Remarks
Note that the Compute method must be invoked before this method. Otherwise, the method throws a NullReferenceException exception.
