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bartlett_se

Function bartlett_se 

Source
pub fn bartlett_se(acf: &[f64], n: usize) -> Vec<f64>
Expand description

Bartlett large-sample standard error of acf[k] under the hypothesis that the process is MA(k−1) (i.e. true autocorrelations vanish from lag k on): sqrt((1 + 2 Σ_{j<k} ρ_j²) / n). Used to studentize the ACF so that the Fine–Hwang threshold is scale-free for MA order selection.