Returns the standard errors of the autocorrelations of the time series x.

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

Syntax

C#
public double[] GetStandardErrors(
	AutoCorrelation..::.StdErr stderrMethod
)
Visual Basic (Declaration)
Public Function GetStandardErrors ( _
	stderrMethod As AutoCorrelation..::.StdErr _
) As Double()
Visual C++
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.

See Also