Class AutoCorrelationFunction

All Implemented Interfaces:
Function<Vector,Double>, BivariateRealFunction, RealScalarFunction
Direct Known Subclasses:
AutoCorrelation, SampleAutoCorrelation, SamplePartialAutoCorrelation

public abstract class AutoCorrelationFunction extends AbstractBivariateRealFunction
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|.
  • Constructor Details

    • AutoCorrelationFunction

      public AutoCorrelationFunction()
  • Method Details

    • get

      public double get(int i, int j)
      Get the auto-correlation of xi and xj.
      i - i > 0
      j - j > 0
      the correlation of xi and xj