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TimeSeriesPopulationStatistics Method

Computes estimates for the moments of the population from which the time series is drawn.

Namespace:  Meta.Numerics.Statistics
Assembly:  Meta.Numerics (in Meta.Numerics.dll) Version: 4.1.4
public TimeSeriesPopulationStatistics PopulationStatistics()

Return Value

Type: TimeSeriesPopulationStatistics
A collection of population statistics.

Just as is the case for the variance of a simple Sample, the sample autocovariances of a time series are not unbiased estimates of the autocovariances of the population from which the series is drawn. Additional computations must be performed to calculate unbiased estimates and error estimates for the time series mean and autocovariances.

Unlike the case of a sime Sample, these computations are complicated and the same computation is relevant for all moments. Therefore, the computation is performed once by this method, which returns a object from which all population statistics can be quickly queried.

See Also