Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Library: times
See also: pacf acf acfplot fft invfft

Quantlet: pacfplot
Description: plots the partial autocorrelation function of a time series.

Usage: pacfplot(x {, maxlag})
Input:
x vector (time series)
maxlag (optional) Integer (maximum lag plotted, default 30)

Example:

library("times")

x=normal(100)

t = pacfplot(x)

Result:

generates a graphical object wich represents the 

partial autocorrelation function of a time series


Library: times
See also: pacf acf acfplot fft invfft

Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Author: Rong Chen, Christian Hafner, 970724
(C) MD*TECH Method and Data Technologies, 21.9.2000