Returns the autocovariances of the time series y.
Namespace:
Imsl.StatAssembly: ImslCS (in ImslCS.dll) Version: 6.5.0.0
Syntax
| C# |
|---|
public double[] GetAutoCovarianceY() |
| Visual Basic (Declaration) |
|---|
Public Function GetAutoCovarianceY As Double() |
| Visual C++ |
|---|
public: array<double>^ GetAutoCovarianceY() |
Return Value
A double array of length maximumLag + 1 containing the variances and autocovariances of the time series y.Remarks
The 0-th element of the array contains the variance of the
time series y. The k-th elements contains the
autocovariance of lag k where k = 1, ...,
maximumLag.
Exceptions
| Exception | Condition |
|---|---|
| Imsl.Stat..::.NonPosVarianceException | is thrown if the problem is ill-conditioned. |
