Summary
Partial autocorrelation function.
Unit
StatTimeSerAnalysis
Declaration
Procedure PACF(Src, Dst: TVec);
| Parameter | Description |
|---|
| Src | Stores the sample autocorrelation function (ACF). |
| Dst | Returns the sample partial autocorrelation function (PACF) on output. |
Description
Partial autocorelation function.
Categories
Time series analysis routines
Declaration
Procedure PACF(Acf, Arp, ParCorr, Variance: TVec);
| Parameter | Description |
|---|
| Acf | Autocorrelation function. |
| Arp | autoregressive model parameters. |
| ParCorr | partial autocorrelation (-reflection coefficients) |
| Variance | Error variance. |
Description
Calculates sample partial autocorrelation function (PACF).
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