statsmodels.tsa.arima_process.ArmaProcess.pacf¶
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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.
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