AutoCorrelation.GetAutoCorrelations Method

AutoCorrelationGetAutoCorrelations Method

Returns the autocorrelations of the time series x.

Namespace: Imsl.Stat
Assembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0

Syntax

public double[] GetAutoCorrelations()

Public Function GetAutoCorrelations As Double()

public:
array<double>^ GetAutoCorrelations()

member GetAutoCorrelations : unit -> float[]

Type: Double
A double array of length maximumLag +1 containing the autocorrelations of the time series x.

Remarks

The 0-th element of this array is 1. The k-th element of this array contains the autocorrelation of lag ${\rm k}$ where k = 1, ..., maximumLag.