partial autocorrelation function

Show Summary Details

Quick Reference


A measure of autocorrelation at log k that takes account of the autocorrelation at lags less than k. The plot of the PACF can be a useful guide to the appropriate order of an autoregressive time series.

Subjects: Probability and Statistics.

Reference entries

Users without a subscription are not able to see the full content. Please, subscribe or login to access all content.