procedure AutoCov(const Src: TVec; const Dst: TVec; Lags: Integer);
Autocovariance function.
| # | Name | Description |
|---|---|---|
| 1 | Src | Sample data set. |
| 2 | Dst | Stores sample autocorrelation (ACF) function. Size of Dst is adjusted automatically. |
| 3 | Lags | Number of lags to calculate. If Lags is -1 the number of lags is computed as Lags := Ceil(10*Log10(Src.Length)) |
Result: stored in self (calling object)
See Also: StatTimeSerAnalysis.ACF