FastQuant.TimeSeries.GetAutoCorrelation C# (CSharp) Method

TimeSeries Class Documentation Show file Open project: fastquant/fastquant.dll

GetAutoCorrelation() public method

public GetAutoCorrelation ( int lag ) : double
lag int
return double 
        public double GetAutoCorrelation(int lag) => GetAutoCovariance(lag)/GetVariance();
TimeSeries
Add
Ago
Clear
Contains
Crosses
EnsureAtLeastOneElement
EnsureIndexInRange
EnsureNotEmpty
EnsureNotNull
Exp
GetAsymmetry
GetAutoCorrelation
GetAutoCovariance
GetByDateTime
GetCorrelation
GetCovariance
GetDateTime
GetExcess
GetIndex
GetItem
GetMax
GetMaxItem
GetMean
GetMedian
GetMin
GetMinItem
GetMoment
GetNegativeSeries
GetNegativeStdDev
GetNegativeVariance
GetPositiveSeries
GetPositiveStdDev
GetPositiveVariance
GetReturnSeries
GetStdDev
GetSum
GetValue
GetVariance
IndexOf
Log
Log10
MathTransform
OpTimeSeriesAndValue
OpTwoTimeSeries
Pow
Remove
Shift
Sqrt
TimeSeries
operator
this