TimeSeries Methods
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TimeSeries Methods

The TimeSeries type exposes the following members.

Methods
  NameDescription
Public methodAdd(Double)
Adds a point to the time series.
Public methodAdd(Double)
Adds multiple points to the time series.
Public methodAsSample
Gets a sample containing the time-series values.
Public methodAutocovariance
Computes the autocovariance for all lags.
Public methodAutocovariance(Int32)
Computes the autocovariance of the series at the given lag.
Public methodClear
Removes all points from the time series.
Public methodContains
Determines whether the time series contains a value.
Public methodDifference
Re-computes the time series as the differences between sequential values of the original series.
Public methodEquals
Determines whether the specified object is equal to the current object.
(Inherited from Object.)
Public methodFitToAR1
Fits an AR(1) model to the time series.
Public methodFitToMA1
Fits an MA(1) model to the time series.
Public methodGetHashCode
Serves as the default hash function.
(Inherited from Object.)
Public methodGetType
Gets the Type of the current instance.
(Inherited from Object.)
Public methodIndexOf
Finds the index at which a value occurs.
Public methodIntegrate
Re-computes the time series as the sums of sequential values of the original series.
Public methodLjungBoxTest
Performs a Ljung-Box test for non-correlation.
Public methodLjungBoxTest(Int32)
Performs a Ljung-Box test for non-correlation with the given number of lags.
Public methodPopulationStatistics
Computes estimates for the moments of the population from which the time series is drawn.
Public methodPowerSpectrum
Computes the power spectrum of the time series.
Public methodToString
Returns a string that represents the current object.
(Inherited from Object.)
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Extension Methods
  NameDescription
Public Extension MethodCentralMoment
Computes the given sample central moment.
(Defined by Univariate.)
Public Extension MethodCorrectedStandardDeviation
Computes the Bessel-corrected standard deviation.
(Defined by Univariate.)
Public Extension MethodMaximum
Finds the maximum value.
(Defined by Univariate.)
Public Extension MethodMean
Computes the sample mean.
(Defined by Univariate.)
Public Extension MethodMinimum
Finds the minimum value.
(Defined by Univariate.)
Public Extension MethodPopulationCentralMoment
Estimates the given central moment of the underlying population.
(Defined by Univariate.)
Public Extension MethodPopulationMean
Estimates the mean of the underlying population.
(Defined by Univariate.)
Public Extension MethodPopulationRawMoment
Estimates the given raw moment of the underlying population.
(Defined by Univariate.)
Public Extension MethodPopulationStandardDeviation
Estimates of the standard deviation of the underlying population.
(Defined by Univariate.)
Public Extension MethodPopulationVariance
Estimates of the variance of the underlying population.
(Defined by Univariate.)
Public Extension MethodRawMoment
Computes the given sample raw moment.
(Defined by Univariate.)
Public Extension MethodSignTest
Tests whether the sample median is compatible with the given reference value.
(Defined by Univariate.)
Public Extension MethodSkewness
Computes the sample skewness.
(Defined by Univariate.)
Public Extension MethodStandardDeviation
Computes the sample standard deviation.
(Defined by Univariate.)
Public Extension MethodCode exampleStudentTTest
Tests whether the sample mean is compatible with the reference mean.
(Defined by Univariate.)
Public Extension MethodVariance
Computes the sample variance.
(Defined by Univariate.)
Public Extension MethodCode exampleZTest
Performs a z-test to test whether the given sample is compatible with the given normal reference population.
(Defined by Univariate.)
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See Also