ISmAutoCorrelation.Probability

Fore Syntax

Probability: Array;

Fore.NET Syntax

Probability: System.Array;

Description

The Probability property returns Ljung-Box Q-statistics probability.

Comments

Ljung-Box Q-statistic is a statistical criterion for revealing degree of autocorrelation in time series.

Fore and Fore.NET Examples

The property use is given in the example for ISmAutoCorrelation.MissingData.

See also:

ISmAutoCorrelation