Returns the standard errors of the autocorrelations of the
time series x.
Namespace:
Imsl.StatAssembly: ImslCS (in ImslCS.dll) Version: 6.5.0.0
Syntax
C# |
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public double[] GetStandardErrors( AutoCorrelation..::.StdErr stderrMethod ) |
Visual Basic (Declaration) |
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Public Function GetStandardErrors ( _ stderrMethod As AutoCorrelation..::.StdErr _ ) As Double() |
Visual C++ |
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public: array<double>^ GetStandardErrors( AutoCorrelation..::.StdErr stderrMethod ) |
Parameters
- stderrMethod
- Type: Imsl.Stat..::.AutoCorrelation..::.StdErr
An int specifying the method to compute the standard errors of autocorrelations of the time series x.
Return Value
A double array of length maximumLag containing the standard errors of the autocorrelations of the time series x.Remarks
Method of computation for standard errors of the autocorrelation is
chosen by the stderrMethod parameter.
If stderrMethod is set to Bartletts, Bartlett's formula is used to compute the standard errors of autocorrelations.
If stderrMethod is set to Morans, Moran's formula is used to compute the standard errors of autocorrelations.