FastQuant.TimeSeries.GetAutoCovariance C# (CSharp) 메소드

        public virtual double GetAutoCovariance(int lag)
        {
            if (lag >= Count)
                throw new ArgumentException("Not enough data points in the series to calculate autocovariance");
            var m = GetMean();
            return Enumerable.Range(lag, Count - lag).Sum(i => (this[i, 0] - m)*(this[i - lag, 0] - m))/(Count - lag);
        }