statsmodels.tsa.arima_process.ArmaProcess.pacf¶
-
ArmaProcess.
pacf
(lags=None)[source]¶ Theoretical partial autocorrelation function of an ARMA process.
- Parameters
- lags
int
The number of terms (lags plus zero lag) to include in returned pacf.
- lags
- Returns
ndarrray
The partial autocorrelation of ARMA process given by ar and ma.
Notes
Solves yule-walker equation for each lag order up to nobs lags.
not tested/checked yet