Time
Definition
Namespace: Extreme.Statistics.TimeSeriesAnalysis
Assembly: Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.23
Assembly: Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.23
Overload List
| Difference( | Computes a differenced time series. |
| Difference( | Computes a differenced time series. |
Difference(Vector<Double>)
Computes a differenced time series.
public static Vector<double> Difference(
this Vector<double> variable
)Parameters
- variable Vector<Double>
- A vector that contains the time series data.
Return Value
Vector<Double>A vector that contains the data in variable differenced once.
Usage Note
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).Remarks
It is assumed that variable does not contain any missing values. The resulting series has 1 observation less than the original series.
Exceptions
| ArgumentNullException | variable is null. |
| Insufficient | The length of variable is less than or equal to 1. |
Difference(Vector<Double>, Int32)
Computes a differenced time series.
public static Vector<double> Difference(
this Vector<double> variable,
int order
)Parameters
- variable Vector<Double>
- A vector that contains the time series data.
- order Int32
- The order of the difference.
Return Value
Vector<Double>A vector that contains the data in variable differenced order times.
Usage Note
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).Remarks
If order is zero, the original series is returned.
It is assumed that variable does not contain any missing values. The resulting series has order observations less than the original series.
Exceptions
| ArgumentNullException | variable is null. |
| Insufficient | The length of variable is less than or equal to order. |
| ArgumentOutOfRangeException | order is less than zero. |