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DVectorPACFRaw Method

Computes the partial autocorrelation for all lags.

Namespace: Austra.Library
Assembly: Austra.Library (in Austra.Library.dll) Version: 2.8.0+892c66cd78254e5a7ad663c063da400b3042cf5b
Syntax
C#
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public double[] PACFRaw()

Return Value

Double
All the partial autocorrelations in an array.
Remarks
Based on the Levinson-Durbin method.
See Also