Package com.numericalmethod.suanshu.stats.timeseries.linear.univariate

Class Summary

AutoCorrelationFunction	This class represents an auto-correlation function for a univariate time series {xt}, For stationary process, the auto-correlation depends only on the lag, |i - j|.
AutoCovarianceFunction	This class represents an auto-covariance function for a univariate time series {xt}, For stationary process, the auto-covariance depends only on the lag, |i - j|.