Constructor to compute the sample cross-correlation function of two
stationary time series.
Namespace:
Imsl.StatAssembly: ImslCS (in ImslCS.dll) Version: 6.5.0.0
Syntax
C# |
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public CrossCorrelation( double[] x, double[] y, int maximumLag ) |
Visual Basic (Declaration) |
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Public Sub New ( _ x As Double(), _ y As Double(), _ maximumLag As Integer _ ) |
Visual C++ |
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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.