Returns the autocorrelations of the time series x.
Namespace:
Imsl.StatAssembly: ImslCS (in ImslCS.dll) Version: 6.5.0.0
Syntax
| C# |
|---|
public double[] GetAutoCorrelations() |
| Visual Basic (Declaration) |
|---|
Public Function GetAutoCorrelations As Double() |
| Visual C++ |
|---|
public: array<double>^ GetAutoCorrelations() |
Return Value
A double array of length maximumLag +1 containing the autocorrelations of the time series x.Remarks
The 0-th element of this array is 1. The k-th element
of this array contains the autocorrelation of lag
where k = 1, ...,
maximumLag.
where k = 1, ...,
maximumLag.
