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: acf fft invfft

Quantlet: pacf
Description: computes the partial autocorrelation function

Usage: y = pacf(x,k)
Input:
x vector
k positive integer < 100
Output:
y vector

Example:

library("times")

randomize (0)

x=normal(100)

a2=pacf(x,20)

a2[1:5]

Result:

Contents of _tmp  

[1,] -0.15902 

[2,] -0.15022 

[3,] 0.2644 

[4,] 0.057189 

[5,] -0.12492 


Library: times
See also: acf 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: Christian Hafner, 960605
(C) MD*TECH Method and Data Technologies, 21.9.2000