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StatTimeSerAnalysis.ACF Function
StatTimeSerAnalysis | Functions | See Also

Autocorrelation/autocovariance function.

Pascal
procedure ACF(const Src: TVec; const Dst: TVec; Lags: integer = -1);
File
Parameters
Parameters 
Description 
Src 
Sample data set. 
Dst 
Stores sample autocorrelation (ACF) function. Size of Dst is adjusted automatically. 
Lags 
Number of lags to calculate. If Lags is -1 the number of lags is computed as
Lags := Ceil(10*Log10(Src.Length)) 
Description

Calculates sample autocorrelation function at lags Lags.

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