public class SamplePartialAutoCorrelation extends AutoCorrelationFunction
Function.EvaluationException
Constructor and Description |
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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 |
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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 . |
get
evaluate
dimensionOfDomain, dimensionOfRange
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
dimensionOfDomain, dimensionOfRange
public 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)
BivariateRealFunction
x1
- x1x2
- x2public double evaluate(int lag)
k
.lag
- the lag order; it must be > 1Copyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.