Overload List
| # | Signature | Description |
|---|---|---|
| 1 | procedure PACF(const Src: TVec; const Dst: TVec); | Partial autocorelation function. |
| 2 | procedure PACF(const Acf: TVec; const Arp: TVec; const ParCorr: TVec; const Variance: TVec); | Partial autocorrelation function. |
Overload 1: procedure PACF(const Src: TVec; const Dst: TVec);
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: procedure PACF(const Acf: TVec; const Arp: TVec; const ParCorr: TVec; const Variance: TVec);
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).