TimeSeriesFunctions.PartialAutocorrelationFunction Method

Computes the Partial Auto-Correlation Function (PACF) from an Auto-Correlation Function (ACF).

Definition

Namespace: Extreme.Statistics.TimeSeriesAnalysis
Assembly: Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.23

public static Vector<double> PartialAutocorrelationFunction(
	this Vector<double> acf
)

Visual Basic

<ExtensionAttribute>
Public Shared Function PartialAutocorrelationFunction ( 
	acf As Vector(Of Double)
) As Vector(Of Double)

C++/CLI

public:
[ExtensionAttribute]
static Vector<double>^ PartialAutocorrelationFunction(
	Vector<double>^ acf
)

[<ExtensionAttribute>]
static member PartialAutocorrelationFunction : 
        acf : Vector<float> -> Vector<float>

Vector<Double>
A vector containing the values of the PACF.

In Visual Basic and C#, you can call this method as an instance method on any object of type Vector<Double>. When you use instance method syntax to call this method, omit the first parameter. For more information, see Extension Methods (Visual Basic) or Extension Methods (C# Programming Guide).