CrossCorrelation.GetAutoCorrelationX Method

CrossCorrelationGetAutoCorrelationX 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[] GetAutoCorrelationX()

Public Function GetAutoCorrelationX As Double()

public:
array<double>^ GetAutoCorrelationX()

member GetAutoCorrelationX : unit -> float[]

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

Exceptions

Exception	Condition
NonPosVarianceException	is thrown if the problem is ill-conditioned.

Remarks

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