smile-kotlin/smile.timeseries/pacf

pacf

fun pacf(x: DoubleArray, lag: Int = 1): Double(source)

Partial auto-correlation function.

Return

the partial auto-correlation.

Parameters

x

time series.

lag

the lag.

@JvmName(name = "pacfArray")

fun DoubleArray.pacf(lag: Int = 1): Double(source)

Partial auto-correlation of this time series.