statsmodels.tsa.arima_process.arma_pacf(ar, ma, lags=10, **kwargs)
[source]
Partial autocorrelation function of an ARMA process
Parameters: |
|
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Returns: |
pacf – partial autocorrelation of ARMA process given by ar, ma |
Return type: |
array |
solves yule-walker equation for each lag order up to nobs lags
not tested/checked yet
© 2009–2012 Statsmodels Developers
© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3-clause BSD License.
http://www.statsmodels.org/stable/generated/statsmodels.tsa.arima_process.arma_pacf.html