TimeSeriesFunctions.AutoCovarianceFunction Method

Gets a vector containing the auto-correlation function (ACF) of a series up to the specified order.

Definition

Namespace: Numerics.NET.Statistics.TimeSeriesAnalysis
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 9.0.0

public static Vector<double> AutoCovarianceFunction(
	this Vector<double> variable,
	int order
)

Visual Basic

<ExtensionAttribute>
Public Shared Function AutoCovarianceFunction ( 
	variable As Vector(Of Double),
	order As Integer
) As Vector(Of Double)

C++/CLI

public:
[ExtensionAttribute]
static Vector<double>^ AutoCovarianceFunction(
	Vector<double>^ variable, 
	int order
)

[<ExtensionAttribute>]
static member AutoCovarianceFunction : 
        variable : Vector<float> * 
        order : int -> Vector<float>

Vector<Double>
A vector containing the auto-correlation function of variable up to order order.

In Visual Basic and C#, you can call this method as an instance method on any object of type Vector<Double>. When you use instance method syntax to call this method, omit the first parameter. For more information, see Extension Methods (Visual Basic) or Extension Methods (C# Programming Guide).

ArgumentNullException	variable is null.
ArgumentOutOfRangeException	order is less than zero or greater than the length of variable.