Struct AcfResult 

pub struct AcfResult {
    pub acf: Vec<f64>,
    pub confidence_threshold: f64,
    pub bartlett_limits: Vec<f64>,
}

Result of autocorrelation analysis.

Fields

acf: Vec<f64>

Autocorrelation values for lags 0, 1, …, max_lag. acf[0] is always 1.0.

confidence_threshold: f64

95% white-noise threshold = z₀.₉₇₅ / √n: under the hypothesis that the series is white noise, |acf[k]| above it (k > 0) is significant.

bartlett_limits: Vec<f64>

95% limits for lags 1, …, max_lag by Bartlett’s formula, z₀.₉₇₅ · √((1 + 2 Σⱼ₌₁ᵏ⁻¹ r(j)²) / n): for lag k, under the hypothesis that the autocorrelation is zero beyond lag k − 1 (an MA(k − 1) process). The bands an ACF plot draws to choose an MA order.

Trait Implementations

impl Clone for AcfResult

fn clone(&self) -> Self

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for AcfResult

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.