AutoCorrelation.GetStandardErrors Method

AutoCorrelationGetStandardErrors Method

Returns the standard errors of the autocorrelations of the time series x.

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

Syntax

public double[] GetStandardErrors(
	AutoCorrelationStdErr stderrMethod
)

Public Function GetStandardErrors ( 
	stderrMethod As AutoCorrelationStdErr
) As Double()

public:
array<double>^ GetStandardErrors(
	AutoCorrelationStdErr stderrMethod
)

member GetStandardErrors : 
        stderrMethod : AutoCorrelationStdErr -> float[]

stderrMethod: Type: Imsl.StatAutoCorrelationStdErr
An int specifying the method to compute the standard errors of autocorrelations of the time series x.

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

Remarks

Method of computation for standard errors of the autocorrelation is chosen by the stderrMethod parameter.

If stderrMethod is set to Bartletts, Bartlett's formula is used to compute the standard errors of autocorrelations.

If stderrMethod is set to Morans, Moran's formula is used to compute the standard errors of autocorrelations.