Returns the cross-correlations between the time series x and
y.
Namespace:
Imsl.StatAssembly: ImslCS (in ImslCS.dll) Version: 6.5.0.0
Syntax
| C# |
|---|
public double[] GetCrossCorrelations() |
| Visual Basic (Declaration) |
|---|
Public Function GetCrossCorrelations As Double() |
| Visual C++ |
|---|
public: array<double>^ GetCrossCorrelations() |
Return Value
A double array of length 2 * maximumLag + 1 containing the cross-correlations between the time series x and y.Remarks
The cross-correlation between x and y at lag k,
where k = -maximumLag,..., 0, 1,...,maximumLag,
corresponds to output array indices 0, 1,..., (2*maximumLag).
Exceptions
| Exception | Condition |
|---|---|
| Imsl.Stat..::.NonPosVarianceXYException | is thrown if the problem is ill-conditioned. The variance is too small to work with. |
