StatTimeSerAnalysis::PACF Function

Overload List

#SignatureDescription
1void PACF(TVec *Acf, TVec *Arp, TVec *ParCorr, TVec *Variance);Partial autocorrelation function.
2void PACF(TVec *Src, TVec *Dst);Partial autocorelation function.

Overload 1: void PACF(TVec *Acf, TVec *Arp, TVec *ParCorr, TVec *Variance);

Partial autocorrelation function.

#NameTypeDescription
1AcfTVec *Autocorrelation function.
2ArpTVec *autoregressive model parameters.
3ParCorrTVec *partial autocorrelation (-reflection coefficients)
4VarianceTVec *Error variance.
Remarks:

Calculates sample partial autocorrelation function (PACF).

Declared in Dew::Stats::Units::StatTimeSerAnalysis · Dew.Stats/Units.StatTimeSerAnalysis.h · Cross-compiler

Overload 2: void PACF(TVec *Src, TVec *Dst);

Partial autocorelation function.

#NameTypeDescription
1SrcTVec *Stores the sample autocorrelation function (ACF).
2DstTVec *Returns the sample partial autocorrelation function (PACF) on output.
See Also: StatTimeSerAnalysis::ACF
Declared in Dew::Stats::Units::StatTimeSerAnalysis · Dew.Stats/Units.StatTimeSerAnalysis.h · Cross-compiler