public class SamplePartialAutoCorrelation extends AutoCorrelationFunction
Function.EvaluationException| Constructor and Description |
|---|
SamplePartialAutoCorrelation(IntTimeTimeSeries xt)
Construct the sample PACF for a time series.
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SamplePartialAutoCorrelation(IntTimeTimeSeries xt,
SampleAutoCovariance.Type type)
Construct the sample PACF for a time series.
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| Modifier and Type | Method and Description |
|---|---|
double |
evaluate(double x1,
double x2)
Evaluate y = f(x1,x2).
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double |
evaluate(int lag)
Compute the partial auto-correlation for lag
k. |
getevaluatedimensionOfDomain, dimensionOfRangeclone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, waitdimensionOfDomain, dimensionOfRangepublic SamplePartialAutoCorrelation(IntTimeTimeSeries xt, SampleAutoCovariance.Type type)
xt - a time seriestype - the auto-covariance typepublic SamplePartialAutoCorrelation(IntTimeTimeSeries xt)
xt - a time seriespublic double evaluate(double x1,
double x2)
BivariateRealFunctionx1 - x1x2 - x2public double evaluate(int lag)
k.lag - the lag order; it must be > 1Copyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.