Series Class

Contains methods for the statistical analysis of time series.

Definition

Namespace: Meta.Numerics.Statistics
Assembly: Meta.Numerics (in Meta.Numerics.dll) Version: 4.2.0+6d77d64445f7d5d91b12e331399c4362ecb25333

C#

public static class Series

VB

<ExtensionAttribute>
Public NotInheritable Class Series

C++

[ExtensionAttribute]
public ref class Series abstract sealed

F#

[<AbstractClassAttribute>]
[<SealedAttribute>]
[<ExtensionAttribute>]
type Series = class end

Autocovariance(IReadOnlyListDouble)	Computes the auto-covariance for all lags.
Autocovariance(IReadOnlyListDouble, Int32)	Computes the auto-covariance of the series at the given lag.
FitToAR1	Fits an AR(1) model to the time series.
FitToMA1	Fits an MA(1) model to the time series.
LjungBoxTest(IReadOnlyListDouble)	Performs a Ljung-Box test for non-correlation.
LjungBoxTest(IReadOnlyListDouble, Int32)	Performs a Ljung-Box test for non-correlation with the given number of lags.
PowerSpectrum	Computes the power spectrum of the time series.
SeriesPopulationStatistics	Computes estimates for the moments of the population from which the time series is drawn.