ISmLongRunCovariance.CovarianceMatrix

Syntax

CovarianceMatrix: Array;

Description

The CovarianceMatrix property returns values of long-run covariance matrix.

Comments

It is required to use an array of Double values.

Example

The property use is given in the example for ISmLongRunCovariance.BandwidthValue.

See also:

ISmLongRunCovariance