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StatTimeSerAnalysis.PACF Function
StatTimeSerAnalysis | Functions

Partial autocorrelation function.

Pascal
procedure PACF(const Acf: TVec; const Arp: TVec; const ParCorr: TVec; const Variance: TVec); overload;
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Parameters
Parameters 
Description 
Acf 
Autocorrelation function. 
Arp 
autoregressive model parameters. 
ParCorr 
partial autocorrelation (-reflection coefficients) 
Variance 
Error variance. 
Description

Calculates sample partial autocorrelation function (PACF).

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