public double[] GetStandardErrors(
	CrossCorrelationStdErr stderrMethod
)

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

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

member GetStandardErrors : 
        stderrMethod : CrossCorrelationStdErr -> float[] 

Parameters

stderrMethod

Type: Imsl.StatCrossCorrelationStdErr
An int specifying the method to compute the standard errors of cross-correlations between the time series x and y.

Return Value

The standard error of cross-correlations between x and y at lag k, where k = -maximumLag,..., 0, 1,..., maximumLag, corresponds to output array indices 0, 1,..., (2*maximumLag).

Method of computation for standard errors of the cross-correlation is determined by the stderrMethod parameter. If stderrMethod is set to Bartletts, Bartlett's formula is used to compute the standard errors of cross-correlations. If stderrMethod is set to BartlettsNoCC, Bartlett's formula is used to compute the standard errors of cross-correlations, with the assumption of no cross-correlation.

Reference