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CrossCorrelationGetCrossCovariances Method
Returns the cross-covariances between the time series x and y.

Namespace: Imsl.Stat
Assembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0
Syntax
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public double[] GetCrossCovariances()

Return Value

Type: Double
A double array of length 2 * maximumLag + 1 containing the cross-covariances between the time series x and y.
Remarks
The cross-covariance between x and y at lag k, where k = -maximumLag,..., 0, 1,...,maximumLag, corresponds to output array indices 0, 1,..., (2*maximumLag).
See Also