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Autocorrelation Constructor (TimeSpan, Int32, Boolean)

Creates sliding window Autocorrelation.

Namespace:  FinAnalysis.TA
Assembly:  FinAnalysis (in FinAnalysis.dll) Version: 2.1.13-cc97e13414b71fde928e8f3a546ac1daf26f295f
Syntax
C#
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public Autocorrelation(
	TimeSpan timePeriod,
	int lag,
	bool highPrecision
)

Parameters

timePeriod
Type: SystemTimeSpan
Sliding window size in time.
lag
Type: SystemInt32
Autocorrelation lag.
highPrecision
Type: SystemBoolean
Calculate separate statistics on non-overlapped windows and update it on the window boundary for statistics error minimization at the cost of small performance decrease.
See Also