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

Macro: 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, 28.6.1999