Overload List
| # | Signature | Description |
|---|---|---|
| 1 | void PACF(TVec Src, TVec Dst) | Partial autocorelation function. |
| 2 | void PACF(TVec Acf, TVec Arp, TVec ParCorr, TVec Variance) | Partial autocorrelation function. |
Overload 1: void PACF(TVec Src, TVec Dst)
Partial autocorelation function.
| # | Name | Description |
|---|---|---|
| 1 | Src | Stores the sample autocorrelation function (ACF). |
| 2 | Dst | Returns the sample partial autocorrelation function (PACF) on output. |
Result: stored in self (calling object)
See Also: StatTimeSerAnalysis.ACF
Overload 2: void PACF(TVec Acf, TVec Arp, TVec ParCorr, TVec Variance)
Partial autocorrelation function.
| # | Name | Description |
|---|---|---|
| 1 | Acf | Autocorrelation function. |
| 2 | Arp | autoregressive model parameters. |
| 3 | ParCorr | partial autocorrelation (-reflection coefficients) |
| 4 | Variance | Error variance. |
Result: stored in self (calling object)
Remarks:
Calculates sample partial autocorrelation function (PACF).