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 |
library("times") randomize (0) x=normal(100) a2=pacf(x,20) a2[1:5]
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 |