emp_pacf: Empirical PACF

In SMAC-Group/exts: Experimental Features for Time Series

Description

Computes the empirical partial autocorrelation (PACF).

Usage

emp_pacf(x, lag.max = 30, ...)

## S3 method for class 'Arima'
emp_pacf(x, lag.max = 30, ...)

## S3 method for class 'lm'
emp_pacf(x, lag.max = 30, ...)

## Default S3 method:
emp_pacf(x, lag.max = 30, ...)

Arguments

x	A data set, arima or lm
lag.max	A integer indicating the maximum lag to compute.

SMAC-Group/exts documentation built on May 9, 2019, 11:15 a.m.