AutoCorrelation Constructor

Constructor to compute the sample autocorrelation function of a stationary time series.

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

Syntax

public AutoCorrelation(
	double[] x,
	int maximumLag
)

Public Sub New ( 
	x As Double(),
	maximumLag As Integer
)

public:
AutoCorrelation(
	array<double>^ x, 
	int maximumLag
)

new : 
        x : float[] * 
        maximumLag : int -> AutoCorrelation

x: Type: SystemDouble
A one-dimensional double array containing the stationary time series.
maximumLag: Type: SystemInt32
An int containing the maximum lag of autocovariance, autocorrelations, and standard errors of autocorrelations to be computed.

Remarks

maximumLag must be greater than or equal to 1 and less than the number of observations in x.