smile-kotlin/smile.timeseries/acf

acf

fun acf(x: DoubleArray, lag: Int = 1): Double(source)

Auto-correlation function.

Return

the auto-correlation.

Parameters

x

time series.

lag

the lag.

@JvmName(name = "acfArray")

fun DoubleArray.acf(lag: Int = 1): Double(source)

Auto-correlation of this time series.