Series Methods

Methods

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

See Also