Partial autocorrelation function
[respacf]=pacf(namey,varargin)
* namey = a time series, a real (nx1) vector or a string equal to the name of a time series or a (nx1) real vector between quotes
* argi = (optional) string arguments that can be:
- 'noplt' if the user does not want to plot the partial autocorrelation coefficients
- 'm=xx' where xx is the number of calculated coefficients (default: floor(size(grocer_y,'*')/4)
- 'size=xx' where xx is the size of the confidence band (default: 0.05)
* respacf = a tlist with
. respacf('meth') = 'pacf'
. respacf('y') = values of the input variable
. respacf('pacf') = partial autocorrelation coeffcients
. respacf('pacf_l') = low bound of the confidence interval
. respacf('pacf_u') = upper bound of the confidence interval
. respacf('size') = size of the confidence band
. respacf('namey') = name of variable
. respacf('prests') = %t if variable is a ts
load(GROCERDIR+'/data/varma_d.dat'); elec_cons = transdif(seriesa,0,1,1,12);respacf=pacf(elec_cons,'m=30') //Calculates the 30 first partial autocorrelations for the index of electricty consumption provided in database varma_d.dat. | ![]() | ![]() |