pacfts.wge: Compute partial autocorrelations

In tswge: Time Series for Data Science

Compute partial autocorrelations

Description

Compute partial autocorrelations using either YW (default and the classical method), Burg, or ML estimates.)

Usage

pacfts.wge(x,lag.max=5, plot=TRUE,na.action,limits=FALSE,method ='yw')

Arguments

x	Realization
lag.max	Max lag
plot	Logical variable
na.action	Not used
limits	Logical variable
method	Either "mle" (default),"burg",or"yw"

Value

method	Estimation method used: MLE, Burg, or YW
pacf	PACF estimates using estimation method specified

Author(s)

Wayne Woodward

References

"Time Series for Data Science: Analysis and Forecasting with R" by Woodward, Sadler, and Gray

Examples

data(sunspot2.0)
          pacfts.wge(sunspot2.0,lag.max=10,method='burg')

tswge documentation built on Feb. 16, 2023, 6:51 p.m.