

pacf(timeslab)                               R Documentation

_C_a_l_c_u_l_a_t_e _S_a_m_p_l_e _P_a_r_t_i_a_l _A_u_t_o_c_o_r_r_e_l_a_t_i_o_n _F_u_n_c_t_i_o_n

_D_e_s_c_r_i_p_t_i_o_n_:

     Calculate Sample Partial Autocorrelation Function

_U_s_a_g_e_:

     pacf(x,m)

_A_r_g_u_m_e_n_t_s_:

       x: Array of length $n$ containing the data.

       m: Integer $(0<{`m'}<n)$ containing the number of
          partial autocorrelations to find.

_V_a_l_u_e_:

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

