TimeSeries Methods

Methods

Add(Double) Adds a point to the time series.
Add(Double) Adds multiple points to the time series.
AsSample Gets a sample containing the time-series values.
Autocovariance Computes the autocovariance for all lags.
Autocovariance(Int32) Computes the autocovariance of the series at the given lag.
Clear Removes all points from the time series.
Contains Determines whether the time series contains a value.
Difference Re-computes the time series as the differences between sequential values of the original series.
EqualsDetermines whether the specified object is equal to the current object.
(Inherited from Object)
FitToAR1 Fits an AR(1) model to the time series.
FitToMA1 Fits an MA(1) model to the time series.
GetHashCodeServes as the default hash function.
(Inherited from Object)
GetTypeGets the Type of the current instance.
(Inherited from Object)
IndexOf Finds the index at which a value occurs.
Integrate Re-computes the time series as the sums of sequential values of the original series.
LjungBoxTest Performs a Ljung-Box test for non-correlation.
LjungBoxTest(Int32) Performs a Ljung-Box test for non-correlation with the given number of lags.
PopulationStatistics Computes estimates for the moments of the population from which the time series is drawn.
PowerSpectrum Computes the power spectrum of the time series.
ToStringReturns a string that represents the current object.
(Inherited from Object)

Extension Methods

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