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SeriesT Methods

The SeriesT type exposes the following members.

Methods
 NameDescription
Public methodAbsMaxGets the maximum absolute value.
Public methodAbsMinGets the minimum absolute value.
Public methodACFComputes autocorrelation for all lags.
Public methodAsLogReturnsCreates a new series based in the logarithmic returns.
Public methodAsReturnsCreates a new series based in the returns.
Public methodAutoCorrelationComputes the autocorrelation for a fixed lag.
Public methodAutoRegressionFinds the coefficients for an autoregressive model.
Public methodStatic memberCombineCalculates the weighted sum of an array of series.
Public methodContainsChecks if the series contains the given value.
Public methodCorrelationComputes the Pearson correlation between two series.
Public methodStatic memberCorrelationMatrixComputes the correlation matrix for a group of series.
Public methodCorrelogramComputes autocorrelation for a range of lags.
Public methodCovarianceComputes the covariance between two series.
Public methodStatic memberCovarianceMatrixComputes the covariance matrix for a group of series.
Public methodStatic memberCreateCreates a series with integer arguments given its values.
Public methodEqualsDetermines whether the specified object is equal to the current object.
(Inherited from Object)
Public methodFftComputes the real discrete Fourier transform.
Public methodGetHashCodeServes as the default hash function.
(Inherited from Object)
Public methodGetSliceStatsGets statistics on a slice of the series.
Public methodGetTypeGets the Type of the current instance.
(Inherited from Object)
Public methodIndexOfReturns the zero-based index of the first occurrence of a value.
Public methodLinearModelMultilinear regression based in Ordinary Least Squares.
Public methodMovingAverageFinds the coefficients for a moving average model.
Public methodNCdfThe normal cumulative distribution function of the most recent value.
Public methodNCdf(Double)The normal cumulative distribution function.
Public methodPACFComputes the partial autocorrelation for all lags.
Public methodPercentilesReturns ascendenly sorted values.
Public methodSafeThis Safe access to the series' points. If the index is out of range, a zero is returned.
Public methodSliceTakes a slice from a series.
Public methodSumCalculates the sum of the series values.
Public methodToStringGets a textual representation of the series.
(Overrides ObjectToString)
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See Also