Logo

statsmodels.tsa.arima_process.ArmaProcess.pacf

ArmaProcess.pacf(nobs=None)[source]

partial autocorrelation function of an ARMA process

Notes

solves yule-walker equation for each lag order up to nobs lags

not tested/checked yet

Previous topic

statsmodels.tsa.arima_process.ArmaProcess.ma_roots

Next topic

statsmodels.tsa.arima_process.ArmaProcess.periodogram

This Page