Class AutoCorrelation

    • Constructor Detail

      • AutoCorrelation

        public AutoCorrelation​(ARMAModel model,
                               int nLags)
        Compute the auto-correlation function for an ARMA model.
        Parameters:
        model - an ARIMA model
        nLags - the number of lags
    • Method Detail

      • evaluate

        public double evaluate​(double i,
                               double j)
        Description copied from interface: BivariateRealFunction
        Evaluate y = f(x1,x2).
        Parameters:
        i - x1
        j - x2
        Returns:
        f(x1, x2)
      • evaluate

        public double evaluate​(double i)
        Get the i-th auto-correlation.
        Parameters:
        i - the lag order
        Returns:
        the i-th auto-correlation