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StatTimeSerAnalysis.PACF Method ([In] TVec, [In] TVec, [In] TVec, [In] TVec)

Partial autocorrelation function.

Syntax
C#
Visual Basic
public static void PACF([In] TVec Acf, [In] TVec Arp, [In] TVec ParCorr, [In] TVec Variance);
Parameters 
Description 
[In] TVec Acf 
Autocorrelation function. 
[In] TVec Arp 
autoregressive model parameters. 
[In] TVec ParCorr 
partial autocorrelation (-reflection coefficients) 
[In] TVec Variance 
Error variance. 

Calculates sample partial autocorrelation function (PACF).

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