Returns the autocorrelation for the specified lag.

Namespace: Extreme.Statistics
Assembly: Extreme.Numerics (Extreme.Numerics)

Syntax

Visual Basic (Declaration)
Public Function GetAutocorrelation ( _
	lag As Integer _
) As Double
C#
public double GetAutocorrelation (
	int lag
)
C++
public:
double GetAutocorrelation (
	int lag
)

Parameters

lag (System.Int32)
The lag.

Return Value

The autocorrelation of the numerical variable with lag lag.

Exceptions

ExceptionCondition
InsufficientDataExceptionlag is greater than or equal to the length of the variable.