void ACF(TVec *Src, TVec *Dst, int Lags = - 1);
Autocorrelation/autocovariance function.
| # | Name | Type | Description |
|---|---|---|---|
| 1 | Src | TVec * | Sample data set. |
| 2 | Dst | TVec * | Stores sample autocorrelation (ACF) function. Size of Dst is adjusted automatically. |
| 3 | Lags = - 1 | int | Number of lags to calculate. If Lags is -1 the number of lags is computed as Lags := Ceil(10*Log10(Src.Length)) |
Remarks:
Calculates sample autocorrelation function at lags Lags.
See Also: StatTimeSerAnalysis::AutoCov
Declared in Dew::Stats::Units::StatTimeSerAnalysis · Dew.Stats/Units.StatTimeSerAnalysis.h · Cross-compiler