The AutoCorrelation type exposes the following members.
Constructors
Name | Description | |
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AutoCorrelation |
Constructor to compute the sample autocorrelation function of a
stationary time series.
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Methods
Name | Description | |
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Equals | (Inherited from Object.) | |
Finalize |
Allows an Object to attempt to free resources and perform other cleanup operations before the Object is reclaimed by garbage collection.
(Inherited from Object.) | |
GetAutoCorrelations |
Returns the autocorrelations of the time series x.
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GetAutoCovariances |
Returns the variance and autocovariances of the time series x.
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GetHashCode |
Serves as a hash function for a particular type.
(Inherited from Object.) | |
GetPartialAutoCorrelations |
Returns the sample partial autocorrelation function of the stationary
time series x.
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GetStandardErrors |
Returns the standard errors of the autocorrelations of the
time series x.
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GetType |
Gets the Type of the current instance.
(Inherited from Object.) | |
MemberwiseClone |
Creates a shallow copy of the current Object.
(Inherited from Object.) | |
ToString | (Inherited from Object.) |
Properties
Name | Description | |
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Mean |
The mean of the time series x.
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NumberOfProcessors |
Perform the parallel calculations with the maximum possible number of
processors set to NumberOfProcessors.
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Variance |
Returns the variance of the time series x.
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