Returns the autocorrelations of the time series x.
Namespace:
Imsl.StatAssembly: ImslCS (in ImslCS.dll) Version: 6.5.0.0
Syntax
C# |
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public double[] GetAutoCorrelationX() |
Visual Basic (Declaration) |
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Public Function GetAutoCorrelationX As Double() |
Visual C++ |
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public: array<double>^ GetAutoCorrelationX() |
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 k where
k = 1, ..., maximumLag.
Exceptions
Exception | Condition |
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Imsl.Stat..::.NonPosVarianceException | is thrown if the problem is ill-conditioned. |