SmAutoCorrelation

Assembly: Stat;

Namespace: Prognoz.Platform.Interop.Stat;

Description

The SmAutoCorrelation class implements algorithm of autocorrelation analysis.

Comments

Correlation is used to estimate closeness and direction of linear stochastic dependence between analyzed variables.

Fore.NET Syntax

Class to get analog of the SmAutoCorrelation class:

None;

Class to get analog of the SmAutoCorrelation class object:

SmAutoCorrelationClass;

Properties inherited from ISmAutoCorrelation

	Property name	Brief description
	AutoCorrelationFunction	The AutoCorrelationFunction property returns autocorrelation function.
	DifferenceOrder	The DifferenceOrder property determines difference order.
	LagOrder	The LagOrder property determines lag.
	MissingData	The MissingData property determines missing data treatment method.
	ModelPeriod	The ModelPeriod property determines sample period parameters.
	PartialAutoCorrelationFunction	The PartialAutoCorrelationFunction property returns the partial autocorrelation function.
	Probability	The Probability property returns the Ljung–Box Q-statistics.
	QStatistics	The QStatistics property returns the Ljung-Box Q-statistics.
	Serie	The Serie property determines source series parameters.
	StandardError	The StandardError property returns the standard error.

Properties inherited from IStatMethod

	Property name	Brief description
	DisplayName	The DisplayName property returns the displayed method name.
	ErrorByStatus	The ErrorByStatus property returns an error message by the error number.
	Errors	The Errors property returns a message with all the errors and warnings.
	Name	The Name property returns the internal method name.
	PerformanceTime	The PerformanceTime property returns method execution time.
	Status	The Status property returns the method execution status.
	SupportsR	The SupportsR property returns whether statistical method can be calculated via R package.
	UseR	The UseR property determines whether statistical method is calculated via the R package.
	WarningByStatus	The WarningByStatus property returns a warning text by its number.
	Warnings	The Warnings property returns the warnings that occurred at method calculation.
	WarningsCount	The WarningsCount property returns the number of warnings that occurred at the method calculation.
	WarningsNumbers	The WarningsNumbers property returns numbers of warnings that occurred at the method calculation.

Methods inherited from IStatMethod

	Method Name	Brief description
	Clone	The Clone method clones a statistical method object.
	Execute	The Execute method executes a statistical method.
	LoadFromXML	The LoadFromXML method loads statistical method settings from XML code.
	SaveToXML	The SaveToXML method unloads statistical method settings to XML code.

See also:

Stat Assembly Classes | Autocorrelation Analysis