autocov function

List<double> autocov(
  1. List<double> x,
  2. int maxLag
)

Implementation

List<double> autocov(List<double> x, int maxLag) {
  final m = mean(x);
  final n = x.length;
  final ac = List<double>.filled(maxLag + 1, 0.0);
  for (int k = 0; k <= maxLag; k++) {
    double s = 0.0;
    for (int t = k; t < n; t++) s += (x[t] - m) * (x[t - k] - m);
    ac[k] = s / n;
  }
  return ac;
}