NDK_ACF_ERROR

Calculates the standard error in the sample autocorrelation function.

Returns

status code of the operation

Return values

NDK_SUCCESS	Operation successful
NDK_FAILED	Operation unsuccessful. See Macros for full list.

Parameters

[in]	X	is the univariate time series data (a one dimensional array).
[in]	N	is the number of observations in X.
[in]	K	is the lag order (e.g. k=0 (no lag), k=1 (1st lag), etc.).
[out]	retVal	is the standard error in the sample auto correlation value.

Remarks

• The time series is homogeneous or equally spaced.
• The time series may include missing values (e.g. NaN) at either end.
• The lag order (k) must be less than the time series size, or else an error value (NDK_INVALID_VALUE=-302) is returned.

Requirements

Header	SFSDK.H
Library	SFSDK.LIB
DLL	SFSDK.DLL

Examples

#include "SFMacros.h"
#include "SFSDK.h"

// Input time series: 110 observation 
double data[110]={0.23, 0.24, 0.45, ..., 0.95}

int nRet = NDK_FAILED;
double retVal = -2.0f;
nRet = NDK_ACF_ERROR(data, 110, 1, &retVal);
if( nRet < NDK_SUCCESS){
    // Error occured
    // Call NDK_MSG to retrieve description of the error, and write it to the log file
    ....
}