Returns the autocorrelations of the time series y.
Namespace:
Imsl.StatAssembly: ImslCS (in ImslCS.dll) Version: 6.5.0.0
Syntax
| C# |
|---|
public double[] GetAutoCorrelationY() |
| Visual Basic (Declaration) |
|---|
Public Function GetAutoCorrelationY As Double() |
| Visual C++ |
|---|
public: array<double>^ GetAutoCorrelationY() |
Return Value
A double array of length maximumLag + 1 containing the autocorrelations of the time series y.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 |
|---|---|
| Imsl.Stat..::.NonPosVarianceException | is thrown if the problem is ill-conditioned. |
