Autocorrelation Constructor (TimeSpan, Int32) |
Creates sliding window Autocorrelation.
Namespace:
FinAnalysis.TA
Assembly:
FinAnalysis (in FinAnalysis.dll) Version: 2.1.13-cc97e13414b71fde928e8f3a546ac1daf26f295f
Syntax public Autocorrelation(
TimeSpan timePeriod,
int lag
)
Parameters
- timePeriod
- Type: SystemTimeSpan
Sliding window size in time. - lag
- Type: SystemInt32
Autocorrelation lag.
See Also