Class AutoCorrelationFunction
java.lang.Object
dev.nm.analysis.function.rn2r1.AbstractRealScalarFunction
dev.nm.analysis.function.rn2r1.AbstractBivariateRealFunction
dev.nm.stat.timeseries.linear.univariate.AutoCorrelationFunction
- All Implemented Interfaces:
Function<Vector,
,Double> BivariateRealFunction
,RealScalarFunction
- Direct Known Subclasses:
AutoCorrelation
,SampleAutoCorrelation
,SamplePartialAutoCorrelation
This is the auto-correlation function of a univariate time series {xt}.
For a stationary process, the auto-correlation depends only on the lag, |i - j|.
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Nested Class Summary
Nested classes/interfaces inherited from interface dev.nm.analysis.function.Function
Function.EvaluationException
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Constructor Summary
Constructors -
Method Summary
Modifier and TypeMethodDescriptiondouble
get
(int i, int j) Get the auto-correlation of xi and xj.Methods inherited from class dev.nm.analysis.function.rn2r1.AbstractBivariateRealFunction
evaluate
Methods inherited from class dev.nm.analysis.function.rn2r1.AbstractRealScalarFunction
dimensionOfDomain, dimensionOfRange
Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
Methods inherited from interface dev.nm.analysis.function.rn2r1.BivariateRealFunction
evaluate
Methods inherited from interface dev.nm.analysis.function.Function
dimensionOfDomain, dimensionOfRange
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Constructor Details
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AutoCorrelationFunction
public AutoCorrelationFunction()
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Method Details
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get
public double get(int i, int j) Get the auto-correlation of xi and xj.- Parameters:
i
- i > 0j
- j > 0- Returns:
- the correlation of xi and xj
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