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  • ArimaModel Class
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  • TimeSeriesCollection Class
  • TimeSeriesFunctions Class
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  • AutocorrelationFunction Method
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  • PartialAutocorrelationFunction Method

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TimeSeriesFunctions Methods

TimeSeriesFunctions Class See Also

The TimeSeriesFunctions type exposes the following members.

Methods

	Name	Description
	AutocorrelationFunction	Gets a vector containing the auto-correlation function (ACF) of a series up to the specified order.
	AutoCovarianceFunction	Gets a vector containing the auto-correlation function (ACF) of a series up to the specified order.
	Difference	Overloaded.
	PartialAutocorrelationFunction	Computes the Partial Auto-Correlation Function (PACF) from an Auto-Correlation Function (ACF).

See Also

TimeSeriesFunctions Class

Extreme.Statistics.TimeSeriesAnalysis Namespace

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