Computes various measures based on partial autocorrelation coefficients of the original series, first-differenced series and second-differenced series
a univariate time series
A vector of 3 values: Sum of squared of first 5 partial autocorrelation coefficients of the original series, first differenced series and twice-differenced series. For seasonal data, the partial autocorrelation coefficient at the first seasonal lag is also returned.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.