Der_Lev_Pac: Utilizing Durbin-Levinson Algorithm for Estimating Partial...

View source: R/Der_Lev_Pac.R

Der_Lev_PacR Documentation

Utilizing Durbin-Levinson Algorithm for Estimating Partial Autocorrelations

Description

This function calculates partial autocorrelations utilizing the Durbin-Levinson algorithm.

Usage

Der_Lev_Pac(x)

Arguments

x

a vector of autocorrelations.

Value

a vector of partial autocorrelations.

Author(s)

Hossein hassani, Masoud yarmohammadi, Mohammad reza yeganegi and Leila Marvian Mashhad.

Examples

data(co2)
Der_Lev_Pac(co2)

ADTSA documentation built on May 29, 2024, 11:48 a.m.

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