void ARMAAcf(TVec Phi, TVec Theta, Int32 n, TVec ResultACF, Boolean Normalize)
Estimates autocorrelation/autocovariance function for the ARMA model.
| # | Name | Description |
|---|---|---|
| 1 | Phi | Stores Phi values for ARMA process, without the initial 1. |
| 2 | Theta | Stores Theta values for ARMA process, without the initial 1. |
| 3 | n | Number of lags to calculate. |
| 4 | Normalize | If true, ACF values are normalized by ACF[0]. If false, no normalization is performed and the ResultACF stores ACVF (gamma[0], gamma[1], ...gamma[n]) values. |
| 5 | ResultACF | Returns autocovarialce (gamma[0], gamma[1], ...) or autocorrelation (rho[0], rho[1], ...) function for the ARMA model.. |
Result: stored in self (calling object)
Remarks:
Estimates autocorrelation/autocovariance function for the ARMA model.
See Also: StatTimeSerAnalysis.ARMAKappa