statsmodels.tsa.stattools.pacf_yw(x, nlags=40, method='unbiased')
[source]
Partial autocorrelation estimated with non-recursive yule_walker
Parameters: |
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Returns: |
pacf – partial autocorrelations, maxlag+1 elements |
Return type: |
1d array |
This solves yule_walker for each desired lag and contains currently duplicate calculations.
© 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_yw.html