TimeSeries Methods |
The TimeSeries type exposes the following members.
Methods| Name | Description | |
|---|---|---|
 | Add(Double) |
Adds a point to the time series.
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| Add(Double[]) |
Adds multiple points to the time series.
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| AsSample |
Gets a sample containing the time-series values.
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| Autocovariance() |
Computes the autocovariance for all lags.
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| Autocovariance(Int32) |
Computes the autocovariance of the series at the given lag.
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| Clear |
Removes all points from the time series.
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| Contains |
Determines whether the time series contains a value.
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| Difference |
Re-computes the time series as the differences between sequential values of the original series.
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| Equals | Determines whether the specified object is equal to the current object. (Inherited from Object.) |
| 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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| GetHashCode | Serves as the default hash function. (Inherited from Object.) |
| GetType | Gets the Type of the current instance. (Inherited from Object.) |
| IndexOf |
Finds the index at which a value occurs.
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| Integrate |
Re-computes the time series as the sums of sequential values of the original series.
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| LjungBoxTest() |
Performs a Ljung-Box test for non-correlation.
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| LjungBoxTest(Int32) |
Performs a Ljung-Box test for non-correlation with the given number of lags.
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| PopulationStatistics |
Computes estimates for the moments of the population from which the time series is drawn.
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| PowerSpectrum |
Computes the power spectrum of the time series.
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| ToString | Returns a string that represents the current object. (Inherited from Object.) |
Extension Methods| Name | Description | |
|---|---|---|
 | CentralMoment |
Computes the given sample central moment.
(Defined by Univariate.) |
| CorrectedStandardDeviation |
Computes the Bessel-corrected standard deviation.
(Defined by Univariate.) |
| Maximum |
Finds the maximum value.
(Defined by Univariate.) |
| Mean |
Computes the sample mean.
(Defined by Univariate.) |
| Minimum |
Finds the minimum value.
(Defined by Univariate.) |
| PopulationCentralMoment |
Estimates the given central moment of the underlying population.
(Defined by Univariate.) |
| PopulationMean |
Estimates the mean of the underlying population.
(Defined by Univariate.) |
| PopulationRawMoment |
Estimates the given raw moment of the underlying population.
(Defined by Univariate.) |
| PopulationStandardDeviation |
Estimates of the standard deviation of the underlying population.
(Defined by Univariate.) |
| PopulationVariance |
Estimates of the variance of the underlying population.
(Defined by Univariate.) |
| RawMoment |
Computes the given sample raw moment.
(Defined by Univariate.) |
| SignTest |
Tests whether the sample median is compatible with the given reference value.
(Defined by Univariate.) |
| Skewness |
Computes the sample skewness.
(Defined by Univariate.) |
| StandardDeviation |
Computes the sample standard deviation.
(Defined by Univariate.) |
 | StudentTTest |
Tests whether the sample mean is compatible with the reference mean.
(Defined by Univariate.) |
| Variance |
Computes the sample variance.
(Defined by Univariate.) |
| ZTest |
Performs a z-test to test whether the given sample is compatible with the given normal reference population.
(Defined by Univariate.) |
See Also