DVectorPACFRaw Method

Computes the partial autocorrelation for all lags.

Definition

Namespace: Austra.Library
Assembly: Austra.Library (in Austra.Library.dll) Version: 2.5.0+44e7797405725ef3cf24b3ff0eba94ce6c649601
C#
public double[] PACFRaw()

Return Value

Double
All the partial autocorrelations in an array.

Remarks

Based on the Levinson-Durbin method.

See Also