Grocer Function

NAME

pacf - Partial autocorrelation function

CALLING SEQUENCE

[respacf]=pacf(namey,varargin)

PARAMETERS

Input

Output

DESCRIPTION

Calculates sample partial autocorrelation coefficients.

EXAMPLE

mtlb_load('SCI/macros/grocer/db/seriesa.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 matlab database seriesa.dat.

AUTHOR

Eric Dubois 2004