AutoCorrelation.GetPartialAutoCorrelations Method

AutoCorrelationGetPartialAutoCorrelations Method

Returns the sample partial autocorrelation function of the stationary time series x.

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

Syntax

public double[] GetPartialAutoCorrelations()

Public Function GetPartialAutoCorrelations As Double()

public:
array<double>^ GetPartialAutoCorrelations()

member GetPartialAutoCorrelations : unit -> float[]

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