Returns the cross-covariances between the time series x and
y.
Namespace:
Imsl.Stat
Assembly:
ImslCS (in ImslCS.dll) Version: 6.5.0.0
Syntax
| C# |
|---|
public double[] GetCrossCovariances() |
| Visual Basic (Declaration) |
|---|
Public Function GetCrossCovariances As Double() |
| Visual C++ |
|---|
public: array<double>^ GetCrossCovariances() |
Return Value
A double array of length 2 * maximumLag + 1 containing the cross-covariances between the time series x and y.Remarks
The cross-covariance between x and y at lag k,
where k = -maximumLag,..., 0, 1,...,maximumLag,
corresponds to output array indices 0, 1,..., (2*maximumLag).
