Constructor to compute the sample cross-correlation function of two stationary time series.

Namespace: Imsl.Stat
Assembly: ImslCS (in ImslCS.dll) Version: 6.5.0.0

Syntax

C#
public CrossCorrelation(
	double[] x,
	double[] y,
	int maximumLag
)
Visual Basic (Declaration)
Public Sub New ( _
	x As Double(), _
	y As Double(), _
	maximumLag As Integer _
)
Visual C++
public:
CrossCorrelation(
	array<double>^ x, 
	array<double>^ y, 
	int maximumLag
)

Parameters

x
Type: array< System..::.Double >[]()[]
A one-dimensional double array containing the first stationary time series.
y
Type: array< System..::.Double >[]()[]
A one-dimensional double array containing the second stationary time series.
maximumLag
Type: System..::.Int32
An int containing the maximum lag of the cross-covariance and cross-correlations to be computed.

Remarks

maximumLag must be greater than or equal to 1 and less than the minimum of the number of observations of x and y.

See Also