statsmodels.tsa.stattools.pacf_ols(x, nlags=40)
[source]
Calculate partial autocorrelations
Parameters: |
|
---|---|
Returns: |
pacf – partial autocorrelations, maxlag+1 elements |
Return type: |
1d array |
This solves a separate OLS estimation for each desired lag.
© 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.stattools.pacf_ols.html