Returns the standard errors of the cross-correlations between the
time series x and y.
Namespace:
Imsl.StatAssembly: ImslCS (in ImslCS.dll) Version: 6.5.0.0
Syntax
C# |
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public double[] GetStandardErrors( CrossCorrelation..::.StdErr stderrMethod ) |
Visual Basic (Declaration) |
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Public Function GetStandardErrors ( _ stderrMethod As CrossCorrelation..::.StdErr _ ) As Double() |
Visual C++ |
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public: array<double>^ GetStandardErrors( CrossCorrelation..::.StdErr stderrMethod ) |
Parameters
- stderrMethod
- Type: Imsl.Stat..::.CrossCorrelation..::.StdErr
An int specifying the method to compute the standard errors of cross-correlations between the time series x and y.
Return Value
A double array of length 2 * maximumLag + 1 containing the standard errors of the cross-correlations between the time series x and y.Remarks
The standard error of cross-correlations between x and y at lag k, where k = -maximumLag,..., 0, 1,..., maximumLag, corresponds to output array indices 0, 1,..., (2*maximumLag).
Method of computation for standard errors of the cross-correlation is determined by the stderrMethod parameter. If stderrMethod is set to Bartletts, Bartlett's formula is used to compute the standard errors of cross-correlations. If stderrMethod is set to BartlettsNoCC, Bartlett's formula is used to compute the standard errors of cross-correlations, with the assumption of no cross-correlation.
Exceptions
Exception | Condition |
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Imsl.Stat..::.NonPosVarianceException | is thrown if the problem is ill-conditioned. |