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    • ArimaModel Class
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    • TimeSeriesCollection Class
    • TimeSeriesFunctions Class
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  • TimeSeriesFunctions Class
    • Methods
TimeSeriesFunctions ClassExtreme Optimization Numerical Libraries for .NET Professional
Contains functiosn useful for the analysis of time series.
Inheritance Hierarchy

SystemObject
  Extreme.Statistics.TimeSeriesAnalysisTimeSeriesFunctions

Namespace: Extreme.Statistics.TimeSeriesAnalysis
Assembly: Extreme.Numerics.Net40 (in Extreme.Numerics.Net40.dll) Version: 6.0.16073.0 (6.0.17150.0)
Syntax

C#
VB
C++
F#
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public static class TimeSeriesFunctions
<ExtensionAttribute>
Public NotInheritable Class TimeSeriesFunctions
[ExtensionAttribute]
public ref class TimeSeriesFunctions abstract sealed
[<AbstractClassAttribute>]
[<SealedAttribute>]
[<ExtensionAttribute>]
type TimeSeriesFunctions =  class end

The TimeSeriesFunctions type exposes the following members.

Methods

  NameDescription
Public methodStatic memberAugmentedDickeyFullerTest
Returns a new Augmented Dickey-Fuller test object for the presence of a unit root.
Public methodStatic memberAutocorrelationFunction(NumericalVariable, Int32)
Gets a vector containing the auto-correlation function (ACF) of a series up to the specified order.
Public methodStatic memberAutocorrelationFunction(VectorDouble, Int32)
Gets a vector containing the auto-correlation function (ACF) of a series up to the specified order.
Public methodStatic memberAutocorrelationFunction(Vector, Int32)
Gets a vector containing the auto-correlation function (ACF) of a series up to the specified order.
Public methodStatic memberAutoCovarianceFunction(NumericalVariable, Int32)
Gets a vector containing the auto-correlation function (ACF) of a series up to the specified order.
Public methodStatic memberAutoCovarianceFunction(VectorDouble, Int32)
Gets a vector containing the auto-correlation function (ACF) of a series up to the specified order.
Public methodStatic memberAutoCovarianceFunction(Vector, Int32)
Gets a vector containing the auto-correlation function (ACF) of a series up to the specified order.
Public methodStatic memberDifference(NumericalVariable)
Computes a differenced time series.
Public methodStatic memberDifference(VectorDouble)
Computes a differenced time series.
Public methodStatic memberDifference(NumericalVariable, Int32)
Computes a differenced time series.
Public methodStatic memberDifference(VectorDouble, Int32)
Computes a differenced time series.
Public methodStatic memberDurbinWatsonStatistic
Returns the Durbin-Watson statistic for the specified residuals.
Public methodStatic memberGetAutocorrelationFunctionInfo
Returns a data frame containing information about the auto-correlation function of a series, optionally including confidence intervals and Ljung-Box Q statistics and p-values.
Public methodStatic memberPartialAutocorrelationFunction(VectorDouble)
Computes the Partial Auto-Correlation Function (PACF) from an Auto-Correlation Function (ACF).
Public methodStatic memberPartialAutocorrelationFunction(Vector)
Computes the Partial Auto-Correlation Function (PACF) from an Auto-Correlation Function (ACF).
Top
Remarks

Use the TimeSeriesFunctions to obtain information about variables that contain time series data. The methods in this class are defined as extension methods.

Version Information

Numerical Libraries

Supported in: 6.0, 5.x, 4.x
See Also

Reference

Extreme.Statistics.TimeSeriesAnalysis Namespace

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