Returns the sample partial autocorrelation function of the stationary time series x.

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

Syntax

C#
public double[] GetPartialAutoCorrelations()
Visual Basic (Declaration)
Public Function GetPartialAutoCorrelations As Double()
Visual C++
public:
array<double>^ GetPartialAutoCorrelations()

Return Value

A double array of length maximumLag containing the partial autocorrelations of the time series x.

See Also