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StatTimeSerAnalysis.ARMAAcf Method
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Estimates autocorrelation/autocovariance function for the ARMA model.

Syntax
C#
Visual Basic
public static void ARMAAcf([In] TVec Phi, [In] TVec Theta, [In] int n, [In] TVec ResultACF, [In] bool Normalize);
Parameters
Parameters 
Description 
[In] TVec Phi 
Stores Phi values for ARMA process, without the initial 1. 
[In] TVec Theta 
Stores Theta values for ARMA process, without the initial 1. 
[In] int n 
Number of lags to calculate. 
[In] TVec ResultACF 
Returns autocovarialce (gamma[0], gamma[1], ...) or autocorrelation (rho[0], rho[1], ...) function for the ARMA model.. 
[In] bool 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. 
Remarks

Estimates autocorrelation/autocovariance function for the ARMA model.

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