Autocorrelogram Constructor (Int32, Boolean)

Creates expanding window Autocorrelogram.

Namespace: FinAnalysis.TA
Assembly: FinAnalysis (in FinAnalysis.dll) Version: 2.1.13-cc97e13414b71fde928e8f3a546ac1daf26f295f

Syntax

public Autocorrelogram(
	int AutocorrelogramSize,
	bool highPrecision
)

AutocorrelogramSize: Type: SystemInt32
Number of lagged autocorrelation to calculate.
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.