Gets the auto-correlation of a numerical variable.

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

Syntax

Visual Basic (Declaration)
Public Shared Function Autocorrelation ( _
	data As NumericalVariable, _
	lag As Integer _
) As Double
C#
public static double Autocorrelation (
	NumericalVariable data,
	int lag
)
C++
public:
static double Autocorrelation (
	NumericalVariable^ data, 
	int lag
)

Parameters

data (Extreme.Statistics.NumericalVariable)
A NumericalVariable object.
lag (System.Int32)
The lag at which to evaluate the autocorrelation.

Return Value

The auto-correlation of the observations of data with lag lag.

Exceptions

ExceptionCondition
ArgumentNullExceptiondata is nullNothingnullptr.
ArgumentOutOfRangeExceptionlag is greater than or equal to the length of data.