Series Methods |
The Series type exposes the following members.
Methods| Name | Description | |
|---|---|---|
 | AbsMax | Gets the maximum absolute value. (Inherited from SeriesT) |
| AbsMin | Gets the minimum absolute value. (Inherited from SeriesT) |
| ACF | Computes autocorrelation for all lags. (Inherited from SeriesT) |
 | Adapt | Transforms a SeriesT into a Series. |
| All | Checks whether the predicate is satisfied by all items. |
| Any | Checks whether the predicate is satisfied by at least one item. |
| ARModel | Creates an AR model from a series and a degree. |
| AsLogReturns | Creates a new series based in the logarithmic returns. |
| AsReturns | Creates a new series based in the returns. |
| AutoCorrelation | Computes the autocorrelation for a fixed lag. (Inherited from SeriesT) |
| AutoRegression | Finds the coefficients for an autoregressive model. (Inherited from SeriesT) |
| Combine | Calculates the weighted sum of an array of series. |
| Contains(Date) | Checks if the series contains the given value. |
| Contains(Double) | Checks if the series contains the given value. (Inherited from SeriesT) |
| Correlation | Computes the Pearson correlation between two series. (Inherited from SeriesT) |
| Correlogram | Computes autocorrelation for a range of lags. (Inherited from SeriesT) |
| Covariance | Computes the covariance between two series. (Inherited from SeriesT) |
| Equals | Determines whether the specified object is equal to the current object. (Inherited from Object) |
| EWMA | Smooths data using a exponentially weighted moving average. |
| Fft | Computes the real discrete Fourier transform. (Inherited from SeriesT) |
| Filter | Creates a new series by transforming each item with the given function. |
| Fit | Gets linear coefficients for a fitting line. |
| FullLinearModel | Creates a linear model from a series and a set of predictors. |
| GetHashCode | Serves as the default hash function. (Inherited from Object) |
| GetSliceStats(Date) | Gets statistics on a slice of a date series. |
| GetSliceStats(T, T) | Gets statistics on a slice of the series. (Inherited from SeriesT) |
| GetType | Gets the Type of the current instance. (Inherited from Object) |
| IndexOf | Returns the zero-based index of the first occurrence of a value. (Inherited from SeriesT) |
| LinearFit | Computes the series predicted by a linear fit. |
| LinearModel | Multilinear regression based in Ordinary Least Squares. (Inherited from SeriesT) |
| MAModel | Creates an MA model from a series and a degree. |
| Map | Creates a new series by transforming each item with the given function. |
| MovingAverage | Finds the coefficients for a moving average model. (Inherited from SeriesT) |
| MovingAvg | Smooths data using a simple moving average. |
| MovingNcdf | Compress data using a simple moving percentile. |
| MovingRet | Gets the moving return of a one month window. |
| MovingStd | Smooths data using a simple moving standard deviation. |
| NCdf | The normal cumulative distribution function of the most recent value. (Inherited from SeriesT) |
| NCdf(Double) | The normal cumulative distribution function. (Inherited from SeriesT) |
| PACF | Computes the partial autocorrelation for all lags. (Inherited from SeriesT) |
| Percentiles | Returns ascendenly sorted values. (Inherited from SeriesT) |
| PointwiseDivide | Creates a new series by dividing values from the operands. |
| PointwiseMultiply | Creates a new series by multiplying values from the operands. |
| Prune | Creates a series retaining the first count items. |
| Random | Generates a normally distributed series using statistics from this series. |
| SafeThis |
Safe access to the series' points. If the index is out of range, a zero is returned.
(Inherited from SeriesT) |
| SetName | Clones this series with a new name. |
| Slice(Date, Date) | Takes a slice from a series. |
| Slice(Int32, Int32) | Takes a slice from a series. |
| Spline | Creates an interpolator for this series. |
| Sum | Calculates the sum of the series values. (Inherited from SeriesT) |
| ToString | Gets a textual representation of the series. (Overrides SeriesTToString) |
| ToString(String, IFormatProvider) | Gets a textual representation of the series. |
| Zip | Combines the common sufix of two time series. |
See Also