/// <summary>
/// Estimates the autocorrelations.
/// </summary>
/// <returns></returns>
private List <double> EstimateAutocorrelations()
{
List <double> correlations = new List <double>();
var currentSeries = sSmootherWindow.ToList().GetRange(0, _correlationWidth);
for (int lag = 1; lag <= _longPeriod; lag++)
{
var laggedSeries = sSmootherWindow.ToList().GetRange(lag, _correlationWidth);
double pearson = Correlation.Pearson(currentSeries, laggedSeries);
correlations.Add(pearson);
}
return(correlations);
}
