Series Methods |
The Series type exposes the following members.
Methods| Name | Description | |
|---|---|---|
  | Autocovariance(IReadOnlyListDouble) |
Computes the auto-covariance for all lags.
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| Autocovariance(IReadOnlyListDouble, Int32) |
Computes the auto-covariance of the series at the given lag.
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| FitToAR1 |
Fits an AR(1) model to the time series.
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| FitToMA1 |
Fits an MA(1) model to the time series.
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| LjungBoxTest(IReadOnlyListDouble) |
Performs a Ljung-Box test for non-correlation.
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| LjungBoxTest(IReadOnlyListDouble, Int32) |
Performs a Ljung-Box test for non-correlation with the given number of lags.
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| PowerSpectrum |
Computes the power spectrum of the time series.
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| SeriesPopulationStatistics |
Computes estimates for the moments of the population from which the time series is drawn.
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See Also