StatTimeSerAnalysis.AutoCov Function

Autocovariance function.

Pascal

procedure AutoCov(const Src: TVec; const Dst: TVec; Lags: integer = -1);

Parameters	Description
Src	Sample data set.
Dst	Stores sample autocorrelation (ACF) function. Size of Dst is adjusted automatically.
Lags	Number of lags to calculate. If Lags is -1 the number of lags is computed as Lags := Ceil(10*Log10(Src.Length))

What do you think about this topic? Send feedback!