Partial autocorrelation estimated
Parameters: | x : 1d array
nlags : int
method : ‘ywunbiased’ (default) or ‘ywmle’ or ‘ols’
alpha : scalar, optional
|
---|---|
Returns: | pacf : 1d array
confint : array, optional
|
Notes
This solves yule_walker equations or ols for each desired lag and contains currently duplicate calculations.