pacf(timeslab)R Documentation

Calculate Sample Partial Autocorrelation Function

Description

Calculate Sample Partial Autocorrelation Function

Usage

pacf(x,m)

Arguments

x Array of length $n$ containing the data.
m Integer $(0<{m}<n)$ containing the number of partial autocorrelations to find.

Value

pacf returns an array of length {m} containing the partial autocorrelations.


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