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Correlogram Constructor (TimeSpan, Int32, Boolean)

Creates sliding window Correlogram.

Namespace:  FinAnalysis.TA
Assembly:  FinAnalysis (in FinAnalysis.dll) Version: 2.1.13-cc97e13414b71fde928e8f3a546ac1daf26f295f
Syntax
C#
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public Correlogram(
	TimeSpan timePeriod,
	int CorrelogramSize,
	bool isUnbiased = false
)

Parameters

timePeriod
Type: SystemTimeSpan
Sliding window size in time.
CorrelogramSize
Type: SystemInt32
Number of lagged Correlation to calculate.
isUnbiased (Optional)
Type: SystemBoolean
Use unbiased estimate of the cross-correlation function.
See Also