Series Class

Represents a time series.

Definition

Namespace: Austra.Library
Assembly: Austra.Library (in Austra.Library.dll) Version: 2.5.0+44e7797405725ef3cf24b3ff0eba94ce6c649601
C#
public sealed class Series : Series<Date>, 
	IAdditionOperators<Series, Series, Series>, IAdditionOperators<Series, double, Series>, 
	ISubtractionOperators<Series, Series, Series>, ISubtractionOperators<Series, double, Series>, 
	IMultiplyOperators<Series, double, Series>, IDivisionOperators<Series, double, Series>, 
	IUnaryNegationOperators<Series, Series>, IPointwiseOperators<Series>, 
	IFormattable
Inheritance
Object    SeriesDate    Series
Implements
IPointwiseOperatorsSeries, IFormattable, IAdditionOperatorsSeries, Series, Series, IAdditionOperatorsSeries, Double, Series, IDivisionOperatorsSeries, Double, Series, IMultiplyOperatorsSeries, Double, Series, ISubtractionOperatorsSeries, Series, Series, ISubtractionOperatorsSeries, Double, Series, IUnaryNegationOperatorsSeries, Series

Constructors

Properties

ArgsGets the list of arguments from the series.
(Inherited from SeriesT)
CountGets the number of points in the series.
(Inherited from SeriesT)
DatesGets dates from the series as a vector.
EnumValuesGets the list of values from the series.
(Inherited from SeriesT)
FirstGets the first point in the series.
(Inherited from SeriesT)
FreqGets the sampling frequency.
ItemIndexGets a point given its index.
(Inherited from SeriesT)
ItemInt32Gets a point given its index.
(Inherited from SeriesT)
ItemRangeExtracts a slice from the series.
KurtosisGets the unbiased population kurtosis.
(Inherited from SeriesT)
LastGets the last point in the series.
(Inherited from SeriesT)
MaximumReturns the maximum value from the series.
(Inherited from SeriesT)
MeanGets the mean value from the series.
(Inherited from SeriesT)
MinimumReturns the minimum value from the series.
(Inherited from SeriesT)
NameGets the name of the series.
(Inherited from SeriesT)
PointsGets the sorted list of points.
(Inherited from SeriesT)
PopulationKurtosisGets the kurtosis from the full population.
(Inherited from SeriesT)
PopulationSkewnessGet the skewness from the full population.
(Inherited from SeriesT)
PopulationStandardDeviationGets the standard deviation from the full population.
(Inherited from SeriesT)
PopulationVarianceGets the variance from the full population.
(Inherited from SeriesT)
SkewnessGets the unbiased population skewness.
(Inherited from SeriesT)
StandardDeviationGets the unbiased standard deviation.
(Inherited from SeriesT)
StatsGets statistics on the series.
(Inherited from SeriesT)
TagA custom tag for the series.
TickerGets the ticker of the series.
(Inherited from SeriesT)
TypeIs this a raw (Prices) series or a derived one?
(Inherited from SeriesT)
ValuesGets the values array as a vector.
(Inherited from SeriesT)
VarianceGets the unbiased variance.
(Inherited from SeriesT)

Methods

AbsMaxGets the maximum absolute value.
(Inherited from SeriesT)
AbsMinGets the minimum absolute value.
(Inherited from SeriesT)
ACFComputes autocorrelation for all lags.
(Inherited from SeriesT)
Adapt Transforms a SeriesT into a Series.
AllChecks whether the predicate is satisfied by all items.
AnyChecks whether the predicate is satisfied by at least one item.
ARModelCreates an AR model from a series and a degree.
AsLogReturnsCreates a new series based in the logarithmic returns.
AsReturnsCreates a new series based in the returns.
AutoCorrelationComputes the autocorrelation for a fixed lag.
(Inherited from SeriesT)
AutoRegressionFinds the coefficients for an autoregressive model.
(Inherited from SeriesT)
CombineCalculates 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)
CorrelationComputes the Pearson correlation between two series.
(Inherited from SeriesT)
CorrelogramComputes autocorrelation for a range of lags.
(Inherited from SeriesT)
CovarianceComputes the covariance between two series.
(Inherited from SeriesT)
EqualsDetermines whether the specified object is equal to the current object.
(Inherited from Object)
EWMASmooths data using a exponentially weighted moving average.
FftComputes the real discrete Fourier transform.
(Inherited from SeriesT)
Filter Creates a new series by transforming each item with the given function.
FitGets linear coefficients for a fitting line.
FullLinearModelCreates a linear model from a series and a set of predictors.
GetHashCodeServes 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)
GetTypeGets the Type of the current instance.
(Inherited from Object)
IndexOfReturns the zero-based index of the first occurrence of a value.
(Inherited from SeriesT)
LinearFitComputes the series predicted by a linear fit.
LinearModelMultilinear regression based in Ordinary Least Squares.
(Inherited from SeriesT)
MAModelCreates an MA model from a series and a degree.
MapCreates a new series by transforming each item with the given function.
MovingAverageFinds the coefficients for a moving average model.
(Inherited from SeriesT)
MovingAvgSmooths data using a simple moving average.
MovingNcdfCompress data using a simple moving percentile.
MovingRetGets the moving return of a one month window.
MovingStdSmooths data using a simple moving standard deviation.
NCdfThe normal cumulative distribution function of the most recent value.
(Inherited from SeriesT)
NCdf(Double)The normal cumulative distribution function.
(Inherited from SeriesT)
PACFComputes the partial autocorrelation for all lags.
(Inherited from SeriesT)
PercentilesReturns ascendenly sorted values.
(Inherited from SeriesT)
PointwiseDivideCreates a new series by dividing values from the operands.
PointwiseMultiplyCreates 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)
SetNameClones this series with a new name.
Slice(Date, Date)Takes a slice from a series.
Slice(Int32, Int32)Takes a slice from a series.
SplineCreates an interpolator for this series.
SumCalculates the sum of the series values.
(Inherited from SeriesT)
ToStringGets a textual representation of the series.
(Overrides SeriesTToString)
ToString(String, IFormatProvider)Gets a textual representation of the series.
ZipCombines the common sufix of two time series.

Operators

Addition(Double, Series)Adds a scalar to a series.
Addition(Series, Series)Creates a new series by adding values from the operands.
Addition(Series, Double)Adds a scalar to a series.
Division(Series, Double)Divides all values from a series.
Multiply(Double, Series)Scales values from a series.
Multiply(Series, Double)Scales values from a series.
Subtraction(Double, Series)Subtracts series from a fixed scalar value.
Subtraction(Series, Series)Creates a new series by subtracting values from the operands.
Subtraction(Series, Double)Subtracts a fixed scalar value from a series.
UnaryNegation(Series)Negates values from a series.

See Also