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StatTimeSerAnalysis.AutoCov Method

Autocovariance function.

Syntax
C#
Visual Basic
public static void AutoCov([In] TVec Src, [In] TVec Dst, int Lags);
Parameters 
Description 
[In] TVec Src 
Sample data set. 
[In] TVec Dst 
Stores sample autocorrelation (ACF) function. Size of Dst is adjusted automatically. 
int Lags 
Number of lags to calculate. If Lags is -1 the number of lags is computed as
Lags := Ceil(10*Log10(Src.Length)) 
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