| 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 |