CrossCorrelationGetAutoCovarianceY Method |
Returns the autocovariances of the time series y.
Namespace: Imsl.StatAssembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0
Syntax public double[] GetAutoCovarianceY()
Public Function GetAutoCovarianceY As Double()
public:
array<double>^ GetAutoCovarianceY()
member GetAutoCovarianceY : unit -> float[]
Return Value
Type:
Double
A
double array of length
maximumLag + 1 containing the
variances and autocovariances of the time series
y.
Exceptions Remarks
The 0-th element of the array contains the variance of the
time series y. The k-th elements contains the
autocovariance of lag k where k = 1, ...,
maximumLag.
See Also