TimeSeries.GetAutoCovariance Method

Calculate autocovariance
public virtual double GetAutoCovariance( 
int Lag 
)
This language is not supported or no code example is available.
public:  
virtual double GetAutoCovariance( 
int Lag 
)
This language is not supported or no code example is available.
public function GetAutoCovariance( 
Lag : int 
) : double;
This language is not supported or no code example is available.

Parameters

Lag
int

The lag.

Return Value

double

System.Double.

Exception type Condition

ApplicationException

Not enough data points in the series to calculate autocovariance

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Definition