SeriesTAutoCorrelation Method

Computes the autocorrelation for a fixed lag.

Namespace: Austra.Library
Assembly: Austra.Library (in Austra.Library.dll) Version: 2.5.0+44e7797405725ef3cf24b3ff0eba94ce6c649601

Syntax

public double AutoCorrelation(
	int lag
)

Double
The autocorrelation factor.