Summary
Autocovariance function.
Unit
StatTimeSerAnalysis
Declaration
Procedure AutoCov(Src, Dst: TVec; Lags: integer = -1);
| Parameter | Description |
|---|
| Src | Sample data set. |
| Dst | Stores sample autocorrelation (ACF) function. Size of Dst is adjusted automatically. |
| Lags | Numper of lags to calculate. If Lags is -1 the number of lags is computed as Lags := Ceil(10*Log10(Src.Length))
|
Description
Calculates sample autocovariance (ACVF) function at lags Lags.
Categories
Time series analysis routines| Copyright 2008 Dew Research |
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